-11.5%
VRSK vs ALLY
-2.7%
-8.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -7.7% | -3.3% | -4.5% | -7.3% |
| 30D | -2.8% | -4.1% | +1.2% | -2.3% |
| 3M | -3.7% | +1.4% | -5.1% | -4.0% |
| 6M | -12.8% | +14.4% | -27.1% | -14.7% |
| YTD | -21.0% | -4.9% | -16.0% | -20.8% |
| 1Y | -32.5% | +5.5% | -38.0% | -33.5% |
| 3Y | -26.5% | +66.0% | -92.6% | -34.8% |
| 5Y | -11.5% | -2.4% | -9.1% | -18.4% |
| All | -11.5% | -2.7% | -8.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling