-30.6%
VRSK vs AME
+29.8%
-60.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.0% |
| 30D | -1.6% | -6.7% | +5.1% | -2.7% |
| 3M | +3.5% | +4.1% | -0.6% | +3.8% |
| 6M | -13.4% | +1.6% | -14.9% | -12.3% |
| YTD | -16.5% | +16.1% | -32.6% | -19.2% |
| 1Y | -30.6% | +27.3% | -57.9% | -35.7% |
| All | -30.6% | +29.8% | -60.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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