+40.2%
AMC vs VRSK
-8.8%
+49.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.3% |
| 7D | +17.7% | +4.2% | +13.5% | +17.0% |
| 30D | +26.2% | +21.2% | +5.0% | +21.5% |
| 3M | +31.3% | +2.9% | +28.4% | +30.4% |
| 6M | +142.8% | +11.3% | +131.4% | +140.0% |
| YTD | +125.6% | -10.8% | +136.5% | +115.2% |
| 1Y | +40.2% | -9.2% | +49.4% | +35.7% |
| All | +40.2% | -8.8% | +49.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling