+124.0%
VRSK vs ACM
+134.0%
-10.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.2% | -4.6% | -0.6% | -4.0% |
| 30D | -2.3% | +4.1% | -6.4% | -3.4% |
| 3M | -2.9% | -8.3% | +5.4% | -1.1% |
| 6M | -12.8% | -30.1% | +17.3% | -5.3% |
| YTD | -20.8% | -32.6% | +11.8% | -13.7% |
| 1Y | -33.2% | -49.6% | +16.4% | -21.9% |
| 3Y | -26.6% | -23.0% | -3.5% | -24.6% |
| 5Y | -11.3% | +2.0% | -13.3% | -16.4% |
| All | +124.0% | +134.0% | -10.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling