-32.5%
VRSK vs ACGL
+8.0%
-40.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -7.7% | -3.6% | -4.1% | -6.3% |
| 30D | -2.8% | -2.1% | -0.7% | -1.9% |
| 3M | -3.7% | +5.4% | -9.1% | -3.9% |
| 6M | -12.8% | 0.0% | -12.8% | -12.4% |
| YTD | -21.0% | +0.3% | -21.3% | -20.9% |
| 1Y | -32.5% | +6.2% | -38.6% | -34.0% |
| All | -32.5% | +8.0% | -40.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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