+4,470.7%
AMAT vs VRSK
+623.8%
+3,846.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.4% |
| 7D | -1.5% | -3.1% | +1.6% | -0.2% |
| 30D | -14.8% | -1.6% | -13.2% | -14.6% |
| 3M | -9.3% | +3.5% | -12.8% | -13.7% |
| 6M | +27.4% | -13.4% | +40.8% | +30.5% |
| YTD | +77.6% | -16.5% | +94.1% | +83.9% |
| 1Y | +188.9% | -30.6% | +219.5% | +227.8% |
| 3Y | +202.3% | -21.9% | +224.2% | +206.4% |
| 5Y | +248.9% | -6.3% | +255.2% | +211.1% |
| 10Y | +1,585.2% | +133.1% | +1,452.1% | +825.6% |
| All | +4,470.7% | +623.8% | +3,846.9% | +1,366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling