+578.1%
VRSK vs ACM
+166.7%
+411.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.4% |
| 7D | -9.7% | -0.3% | -9.4% | -9.6% |
| 30D | -8.5% | -12.9% | +4.4% | -5.7% |
| 3M | -1.7% | -6.4% | +4.7% | -0.5% |
| 6M | -17.9% | -29.2% | +11.3% | -11.5% |
| YTD | -21.1% | -29.9% | +8.8% | -15.3% |
| 1Y | -35.1% | -47.3% | +12.1% | -25.8% |
| 3Y | -26.7% | -19.6% | -7.1% | -25.2% |
| 5Y | -12.0% | +5.5% | -17.5% | -16.6% |
| 10Y | +122.9% | +129.7% | -6.8% | +67.7% |
| All | +578.1% | +166.7% | +411.4% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling