-98.1%
AMC vs VRSK
+182.1%
-280.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.7% |
| 7D | -0.8% | -9.7% | +8.9% | +2.2% |
| 30D | -1.2% | -8.5% | +7.4% | +1.5% |
| 3M | +42.2% | -1.7% | +43.9% | +42.6% |
| 6M | +118.8% | -17.9% | +136.7% | +130.4% |
| YTD | +64.1% | -21.1% | +85.2% | +74.2% |
| 1Y | -9.5% | -35.1% | +25.6% | +1.7% |
| 3Y | -64.3% | -26.7% | -37.7% | -62.3% |
| 5Y | -99.5% | -12.0% | -87.4% | -99.5% |
| 10Y | -98.9% | +122.9% | -221.8% | -99.3% |
| All | -98.1% | +182.1% | -280.3% | -98.9% |
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