+36.3%
VRSK vs ALC
+21.6%
+14.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.6% | -4.8% |
| 7D | -9.7% | -3.7% | -6.0% | -8.4% |
| 30D | -8.5% | -3.7% | -4.8% | -7.2% |
| 3M | -1.7% | +4.6% | -6.2% | -3.5% |
| 6M | -17.9% | -14.6% | -3.3% | -13.4% |
| YTD | -21.1% | -11.9% | -9.3% | -18.0% |
| 1Y | -35.1% | -13.1% | -22.0% | -32.4% |
| 3Y | -26.7% | -15.0% | -11.7% | -25.4% |
| 5Y | -12.0% | -16.2% | +4.2% | -11.7% |
| All | +36.3% | +21.6% | +14.7% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling