+580.9%
VRSK vs AJG
+1,431.4%
-850.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -5.2% | -8.3% | +3.1% | -0.6% |
| 30D | -2.3% | -5.7% | +3.4% | +0.7% |
| 3M | -2.9% | +9.1% | -12.0% | -7.4% |
| 6M | -12.8% | +15.2% | -28.0% | -19.3% |
| YTD | -20.8% | -6.3% | -14.5% | -18.8% |
| 1Y | -33.2% | -19.1% | -14.1% | -26.0% |
| 3Y | -26.6% | +8.2% | -34.8% | -31.8% |
| 5Y | -11.3% | +75.6% | -87.0% | -37.5% |
| 10Y | +126.1% | +471.1% | -345.0% | -12.2% |
| All | +580.9% | +1,431.4% | -850.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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