-97.6%
AMC vs VRSK
+235.0%
-332.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +3.5% | +1.6% | +1.9% | +3.0% |
| 30D | +12.5% | +15.1% | -2.6% | +7.3% |
| 3M | +23.6% | +12.1% | +11.5% | +18.5% |
| 6M | +144.4% | +29.4% | +115.0% | +124.8% |
| YTD | +108.3% | -6.4% | +114.7% | +108.6% |
| 1Y | +38.9% | -3.6% | +42.5% | +37.7% |
| 3Y | -58.9% | -10.9% | -47.9% | -59.3% |
| 5Y | -99.2% | -0.5% | -98.7% | -99.2% |
| 10Y | -98.8% | +163.7% | -262.4% | -99.3% |
| All | -97.6% | +235.0% | -332.6% | -98.7% |
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 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