-14.5%
AMC vs VRSK
-33.5%
+19.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -7.1% | -7.7% | +0.6% | -5.6% |
| 30D | -1.7% | -2.8% | +1.2% | -1.2% |
| 3M | +13.5% | -3.7% | +17.2% | +15.9% |
| 6M | +112.6% | -12.8% | +125.4% | +111.9% |
| YTD | +51.3% | -21.0% | +72.3% | +50.8% |
| 1Y | -14.5% | -32.5% | +18.0% | -14.8% |
| All | -14.5% | -33.5% | +19.0% | -14.8% |
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 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