+367.9%
APP vs VRSK
+0.5%
+367.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -3.0% |
| 7D | -4.4% | -5.4% | +1.0% | -1.6% |
| 30D | -10.0% | -1.8% | -8.3% | -9.6% |
| 3M | -41.4% | -2.2% | -39.2% | -42.0% |
| 6M | -41.0% | -14.9% | -26.1% | -36.6% |
| YTD | -54.7% | -20.0% | -34.7% | -49.6% |
| 1Y | -45.3% | -33.1% | -12.2% | -31.2% |
| 3Y | +624.3% | -25.6% | +649.9% | +686.3% |
| 5Y | +329.1% | -10.1% | +339.2% | +266.6% |
| All | +367.9% | +0.5% | +367.4% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling