+563.9%
AMT vs VRSK
+583.6%
-19.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.5% | +2.3% |
| 7D | -0.2% | -9.7% | +9.5% | +4.2% |
| 30D | +1.8% | -8.5% | +10.4% | +5.6% |
| 3M | -6.2% | -1.7% | -4.5% | -6.0% |
| 6M | -5.0% | -17.9% | +12.9% | +2.3% |
| YTD | +2.1% | -21.1% | +23.2% | +11.1% |
| 1Y | -5.7% | -35.1% | +29.4% | +11.6% |
| 3Y | +7.9% | -26.7% | +34.6% | +19.2% |
| 5Y | -32.3% | -12.0% | -20.3% | -32.3% |
| 10Y | +95.0% | +122.9% | -27.9% | +37.0% |
| All | +563.9% | +583.6% | -19.7% | +226.9% |
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