+527.5%
APP vs VRSK
+17.7%
+509.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.5% |
| 7D | +4.6% | +1.6% | +3.0% | +3.6% |
| 30D | +56.0% | +15.1% | +40.9% | +44.5% |
| 3M | +30.8% | +12.1% | +18.8% | +22.0% |
| 6M | -9.8% | +29.4% | -39.2% | -24.7% |
| YTD | -39.3% | -6.4% | -32.9% | -38.2% |
| 1Y | -26.4% | -3.6% | -22.9% | -26.9% |
| 3Y | +887.9% | -10.9% | +898.9% | +858.6% |
| 5Y | +264.1% | -0.5% | +264.6% | +189.0% |
| All | +527.5% | +17.7% | +509.8% | +393.2% |
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