+199.6%
ARM vs VRSK
-14.0%
+213.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.4% |
| 7D | +9.1% | +1.6% | +7.5% | +9.8% |
| 30D | -19.9% | +15.1% | -35.0% | -15.3% |
| 3M | -31.6% | +12.1% | -43.7% | -27.4% |
| 6M | -13.9% | +29.4% | -43.3% | -6.2% |
| YTD | +74.3% | -6.4% | +80.7% | +85.4% |
| 1Y | +35.8% | -3.6% | +39.4% | +44.5% |
| 3Y | +268.6% | -10.9% | +279.5% | +307.5% |
| All | +199.6% | -14.0% | +213.6% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling