-9.2%
VRSK vs ALM
+44.8%
-54.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.5% |
| 7D | +4.2% | -6.4% | +10.6% | +3.7% |
| 30D | +21.2% | -35.0% | +56.2% | +17.2% |
| 3M | +2.9% | -33.8% | +36.7% | 0.0% |
| 6M | +11.3% | -55.0% | +66.3% | +6.9% |
| YTD | -10.8% | -0.2% | -10.6% | -10.8% |
| 1Y | -9.2% | +41.8% | -50.9% | -9.5% |
| All | -9.2% | +44.8% | -54.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling