+315.5%
ARM vs VRSK
-26.5%
+342.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.4% |
| 7D | +12.5% | -5.4% | +17.9% | +11.1% |
| 30D | -1.4% | -1.8% | +0.4% | -1.6% |
| 3M | -18.7% | -2.2% | -16.4% | -18.8% |
| 6M | +124.6% | -14.9% | +139.5% | +122.5% |
| YTD | +141.7% | -20.0% | +161.7% | +140.2% |
| 1Y | +87.7% | -33.1% | +120.8% | +88.1% |
| All | +315.5% | -26.5% | +342.1% | +339.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling