-1.3%
VRSK vs ALK
-31.3%
+30.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +15.1% | +7.7% | +7.4% | +14.2% |
| 3M | +12.1% | -19.0% | +31.1% | +13.8% |
| 6M | +29.4% | -0.2% | +29.6% | +28.4% |
| YTD | -6.4% | -23.5% | +17.1% | -5.3% |
| 1Y | -3.6% | -9.1% | +5.5% | -4.8% |
| 3Y | -10.9% | +12.0% | -22.9% | -19.8% |
| All | -1.3% | -31.3% | +30.1% | -2.4% |
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