+396.9%
APP vs VRSK
-0.5%
+397.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +1.1% | -5.2% | +6.2% | +3.9% |
| 30D | +6.6% | -2.3% | +9.0% | +7.5% |
| 3M | -32.3% | -2.9% | -29.4% | -32.7% |
| 6M | -29.8% | -12.8% | -17.0% | -25.9% |
| YTD | -51.9% | -20.8% | -31.1% | -46.2% |
| 1Y | -43.3% | -33.2% | -10.1% | -28.8% |
| 3Y | +664.1% | -26.6% | +690.6% | +736.3% |
| 5Y | +318.7% | -11.3% | +330.0% | +259.6% |
| All | +396.9% | -0.5% | +397.4% | +329.3% |
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