+565.7%
AMZN vs VRSK
+126.1%
+439.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -0.7% | -5.2% | +4.5% | +1.5% |
| 30D | -3.9% | -2.3% | -1.6% | -3.2% |
| 3M | +6.3% | -2.9% | +9.2% | +6.0% |
| 6M | +20.8% | -12.8% | +33.6% | +25.4% |
| YTD | +11.2% | -20.8% | +32.1% | +20.4% |
| 1Y | +11.7% | -33.2% | +44.9% | +31.1% |
| 3Y | +79.4% | -26.6% | +106.0% | +92.5% |
| 5Y | +48.0% | -11.3% | +59.4% | +39.8% |
| All | +565.7% | +126.1% | +439.6% | +281.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling