+123.5%
VRSK vs ALK
-37.3%
+160.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -7.7% | -3.1% | -4.6% | -7.3% |
| 30D | -2.8% | -17.1% | +14.3% | -0.5% |
| 3M | -3.7% | -3.8% | +0.1% | -3.6% |
| 6M | -12.8% | -5.3% | -7.5% | -13.2% |
| YTD | -21.0% | -20.3% | -0.7% | -19.9% |
| 1Y | -32.5% | -36.0% | +3.5% | -29.4% |
| 3Y | -26.5% | +0.8% | -27.3% | -31.2% |
| 5Y | -11.5% | -28.5% | +17.0% | -13.6% |
| All | +123.5% | -37.3% | +160.8% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling