+578.1%
VRSK vs ALK
+574.9%
+3.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.5% | -5.1% |
| 7D | -9.7% | +0.1% | -9.8% | -9.7% |
| 30D | -8.5% | -18.5% | +9.9% | -5.7% |
| 3M | -1.7% | -3.6% | +1.9% | -1.7% |
| 6M | -17.9% | -3.7% | -14.2% | -18.6% |
| YTD | -21.1% | -19.0% | -2.1% | -20.1% |
| 1Y | -35.1% | -36.0% | +0.9% | -31.9% |
| 3Y | -26.7% | +2.3% | -29.0% | -31.8% |
| 5Y | -12.0% | -27.8% | +15.7% | -14.4% |
| 10Y | +122.9% | -39.0% | +161.8% | +103.6% |
| All | +578.1% | +574.9% | +3.2% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling