+19.3%
ARM vs VRSK
-8.8%
+28.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.0% |
| 7D | -18.7% | +4.2% | -22.9% | -16.3% |
| 30D | -36.7% | +21.2% | -57.9% | -28.4% |
| 3M | -31.6% | +2.9% | -34.5% | -28.5% |
| 6M | -5.6% | +11.3% | -17.0% | +4.0% |
| YTD | +75.5% | -10.8% | +86.3% | +74.6% |
| 1Y | +19.3% | -9.2% | +28.5% | +21.3% |
| All | +19.3% | -8.8% | +28.1% | +21.3% |
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 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