-58.9%
AMC vs VRSK
-10.6%
-48.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +12.5% | +15.1% | -2.6% | +11.0% |
| 3M | +23.6% | +12.1% | +11.5% | +22.2% |
| 6M | +144.4% | +29.4% | +115.0% | +142.6% |
| YTD | +108.3% | -6.4% | +114.7% | +106.0% |
| 1Y | +38.9% | -3.6% | +42.5% | +37.5% |
| 3Y | -58.9% | -10.9% | -47.9% | -57.7% |
| All | -58.9% | -10.6% | -48.3% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling