-33.2%
VRSK vs ALM
+247.3%
-280.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | -0.2% |
| 7D | -5.2% | -11.8% | +6.7% | -5.8% |
| 30D | -2.3% | +7.8% | -10.1% | -1.7% |
| 3M | -2.9% | -9.3% | +6.3% | -2.5% |
| 6M | -12.8% | -30.5% | +17.7% | -12.2% |
| YTD | -20.8% | +75.8% | -96.6% | -20.4% |
| 1Y | -33.2% | +241.2% | -274.4% | -29.5% |
| All | -33.2% | +247.3% | -280.5% | -29.5% |
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