-35.9%
APP vs VRSK
-30.3%
-5.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.0% |
| 30D | -23.3% | -1.6% | -21.7% | -23.3% |
| 3M | -42.6% | +3.5% | -46.1% | -43.1% |
| 6M | -33.6% | -13.4% | -20.2% | -34.4% |
| YTD | -52.4% | -16.5% | -35.9% | -53.2% |
| 1Y | -35.9% | -30.6% | -5.3% | -29.1% |
| All | -35.9% | -30.3% | -5.6% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling