+278.3%
VRSK vs AMCR
+96.6%
+181.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.7% | -5.0% | -2.8% | -6.7% |
| 30D | -2.8% | -8.0% | +5.2% | -1.1% |
| 3M | -3.7% | +14.3% | -18.0% | -6.4% |
| 6M | -12.8% | +5.3% | -18.1% | -14.2% |
| YTD | -21.0% | +7.7% | -28.7% | -23.1% |
| 1Y | -32.5% | +10.8% | -43.3% | -34.7% |
| 3Y | -26.5% | +9.6% | -36.1% | -29.7% |
| 5Y | -11.5% | -10.2% | -1.3% | -11.7% |
| 10Y | +125.7% | +16.5% | +109.2% | +102.6% |
| All | +278.3% | +96.6% | +181.7% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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