-35.1%
AUR vs VRSK
-11.8%
-23.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -5.2% | +6.6% | +3.4% |
| 30D | -6.4% | -2.3% | -4.1% | -6.2% |
| 3M | +7.7% | -2.9% | +10.6% | +6.4% |
| 6M | +44.5% | -12.8% | +57.3% | +49.7% |
| YTD | +67.4% | -20.8% | +88.3% | +83.1% |
| 1Y | +15.4% | -33.2% | +48.7% | +41.1% |
| 3Y | +94.8% | -26.6% | +121.4% | +103.8% |
| All | -35.1% | -11.8% | -23.3% | -31.2% |
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