+134.5%
AMC vs VRSK
-12.6%
+147.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.9% | +5.3% |
| 7D | +2.3% | -3.1% | +5.4% | +3.5% |
| 30D | -0.7% | -1.6% | +0.8% | -0.2% |
| 3M | +35.2% | +3.5% | +31.7% | +36.4% |
| All | +134.5% | -12.6% | +147.1% | +136.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling