+930.0%
APH vs VRSK
+162.8%
+767.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | -5.4% | +15.1% | -20.5% | -10.1% |
| 3M | -5.5% | +12.1% | -17.5% | -10.0% |
| 6M | +25.9% | +29.4% | -3.5% | +11.2% |
| YTD | +16.4% | -6.4% | +22.7% | +15.6% |
| 1Y | +16.5% | -3.6% | +20.1% | +14.0% |
| 3Y | +270.9% | -10.9% | +281.8% | +257.8% |
| 5Y | +289.5% | -0.5% | +290.0% | +245.4% |
| All | +930.0% | +162.8% | +767.2% | +446.5% |
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