+213.8%
VRSK vs ALM
+8,043.4%
-7,829.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.6% | +1.4% |
| 7D | -5.4% | +3.6% | -9.0% | -5.4% |
| 30D | -1.8% | +33.8% | -35.6% | -1.8% |
| 3M | -2.2% | +14.8% | -17.0% | -2.2% |
| 6M | -14.9% | -7.0% | -8.0% | -14.9% |
| YTD | -20.0% | +108.1% | -128.1% | -20.0% |
| 1Y | -33.1% | +313.8% | -346.9% | -33.2% |
| 3Y | -25.6% | +2,227.6% | -2,253.3% | -25.7% |
| 5Y | -10.1% | +956.6% | -966.8% | -10.2% |
| 10Y | +128.4% | +3,082.3% | -2,953.9% | +128.3% |
| All | +213.8% | +8,043.4% | -7,829.6% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling