+316.4%
ARM vs VRSK
-27.3%
+343.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +5.0% | -5.2% | +10.2% | +3.8% |
| 30D | -2.6% | -2.3% | -0.3% | -3.0% |
| 3M | -22.6% | -2.9% | -19.7% | -22.9% |
| 6M | +120.5% | -12.8% | +133.3% | +118.4% |
| YTD | +142.2% | -20.8% | +163.1% | +140.1% |
| 1Y | +71.2% | -33.2% | +104.4% | +71.1% |
| All | +316.4% | -27.3% | +343.7% | +339.3% |
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