+390.9%
AMD vs VRSK
-10.8%
+401.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.9% |
| 7D | +14.0% | -5.4% | +19.4% | +14.6% |
| 30D | +11.0% | -1.8% | +12.7% | +10.9% |
| 3M | +9.6% | -2.2% | +11.8% | +8.0% |
| 6M | +157.1% | -14.9% | +172.0% | +163.7% |
| YTD | +143.3% | -20.0% | +163.3% | +154.2% |
| 1Y | +234.4% | -33.1% | +267.6% | +277.7% |
| 3Y | +391.2% | -25.6% | +416.8% | +391.0% |
| 5Y | +390.9% | -10.1% | +401.0% | +317.6% |
| All | +390.9% | -10.8% | +401.7% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling