-10.1%
VRSK vs ALK
-28.1%
+18.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.5% |
| 7D | -5.4% | -3.0% | -2.4% | -5.2% |
| 30D | -1.8% | -14.6% | +12.8% | -0.5% |
| 3M | -2.2% | -10.6% | +8.3% | -1.6% |
| 6M | -14.9% | -6.7% | -8.2% | -14.9% |
| YTD | -20.0% | -19.8% | -0.2% | -19.2% |
| 1Y | -33.1% | -35.2% | +2.1% | -30.7% |
| 3Y | -25.6% | +1.4% | -27.0% | -30.6% |
| 5Y | -10.1% | -30.7% | +20.5% | -13.8% |
| All | -10.1% | -28.1% | +18.0% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling