+1,030.6%
APH vs VRSK
+125.6%
+905.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -2.2% | -7.7% | +5.5% | +0.4% |
| 30D | -4.0% | -2.8% | -1.2% | -3.4% |
| 3M | +7.7% | -3.7% | +11.4% | +7.2% |
| 6M | +17.8% | -12.8% | +30.6% | +21.0% |
| YTD | +19.2% | -21.0% | +40.1% | +26.3% |
| 1Y | +35.7% | -32.5% | +68.2% | +53.5% |
| 3Y | +282.9% | -26.5% | +309.4% | +299.1% |
| 5Y | +345.6% | -11.5% | +357.1% | +309.1% |
| All | +1,030.6% | +125.6% | +905.0% | +554.8% |
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