+123.5%
VRSK vs ALLY
+190.4%
-66.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -7.7% | -3.3% | -4.5% | -7.1% |
| 30D | -2.8% | -4.1% | +1.2% | -2.1% |
| 3M | -3.7% | +1.4% | -5.1% | -4.1% |
| 6M | -12.8% | +14.4% | -27.1% | -15.4% |
| YTD | -21.0% | -4.9% | -16.0% | -20.8% |
| 1Y | -32.5% | +5.5% | -38.0% | -33.8% |
| 3Y | -26.5% | +66.0% | -92.6% | -36.5% |
| 5Y | -11.5% | -2.4% | -9.1% | -16.9% |
| All | +123.5% | +190.4% | -66.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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