+86.1%
ARM vs VRSK
-30.3%
+116.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +2.8% |
| 7D | +5.5% | -3.1% | +8.6% | +4.1% |
| 30D | -8.2% | -1.6% | -6.6% | -8.7% |
| 3M | -35.9% | +3.5% | -39.4% | -34.4% |
| 6M | +103.1% | -13.4% | +116.5% | +97.9% |
| YTD | +130.6% | -16.5% | +147.1% | +122.4% |
| 1Y | +86.1% | -30.6% | +116.6% | +72.7% |
| All | +86.1% | -30.3% | +116.3% | +72.7% |
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