+124.0%
VRSK vs ALM
+2,589.2%
-2,465.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.2% |
| 7D | -5.2% | -11.8% | +6.7% | -5.1% |
| 30D | -2.3% | +7.8% | -10.1% | -2.3% |
| 3M | -2.9% | -9.3% | +6.3% | -2.9% |
| 6M | -12.8% | -30.5% | +17.7% | -12.6% |
| YTD | -20.8% | +75.8% | -96.6% | -21.5% |
| 1Y | -33.2% | +241.2% | -274.4% | -34.4% |
| 3Y | -26.6% | +1,872.6% | -1,899.2% | -29.6% |
| 5Y | -11.3% | +849.6% | -860.9% | -14.6% |
| All | +124.0% | +2,589.2% | -2,465.3% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling