+71.2%
ARM vs VRSK
-32.3%
+103.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.3% |
| 7D | +5.0% | -5.2% | +10.2% | +2.8% |
| 30D | -2.6% | -2.3% | -0.3% | -3.3% |
| 3M | -22.6% | -2.9% | -19.7% | -22.9% |
| 6M | +120.5% | -12.8% | +133.3% | +113.9% |
| YTD | +142.2% | -20.8% | +163.1% | +130.1% |
| 1Y | +71.2% | -33.2% | +104.4% | +65.3% |
| All | +71.2% | -32.3% | +103.5% | +65.3% |
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