-11.5%
VRSK vs ALC
-19.4%
+7.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.3% |
| 7D | -7.7% | -7.7% | -0.1% | -5.4% |
| 30D | -2.8% | -11.7% | +8.9% | +1.0% |
| 3M | -3.7% | +0.7% | -4.4% | -4.0% |
| 6M | -12.8% | -17.1% | +4.3% | -8.1% |
| YTD | -21.0% | -15.1% | -5.8% | -17.4% |
| 1Y | -32.5% | -14.1% | -18.4% | -29.9% |
| 3Y | -26.5% | -18.2% | -8.4% | -24.5% |
| 5Y | -11.5% | -19.2% | +7.7% | -10.3% |
| All | -11.5% | -19.4% | +7.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling