+579.5%
VRSK vs AGI
+338.8%
+240.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | -7.7% | -5.3% | -2.5% | -7.6% |
| 30D | -2.8% | +6.8% | -9.6% | -3.0% |
| 3M | -3.7% | +8.3% | -12.0% | -4.0% |
| 6M | -12.8% | -29.2% | +16.5% | -12.0% |
| YTD | -21.0% | -7.3% | -13.7% | -21.1% |
| 1Y | -32.5% | +8.0% | -40.5% | -33.1% |
| 3Y | -26.5% | +206.6% | -233.1% | -30.3% |
| 5Y | -11.5% | +398.1% | -409.6% | -17.8% |
| 10Y | +125.7% | +384.0% | -258.3% | +107.7% |
| All | +579.5% | +338.8% | +240.7% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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