-33.2%
VRSK vs AME
+29.6%
-62.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.8% |
| 7D | -5.2% | +1.7% | -6.9% | -4.8% |
| 30D | -2.3% | -6.4% | +4.1% | -3.4% |
| 3M | -2.9% | +7.1% | -10.0% | -2.1% |
| 6M | -12.8% | +8.2% | -21.0% | -12.3% |
| YTD | -20.8% | +18.2% | -39.0% | -22.8% |
| 1Y | -33.2% | +26.7% | -60.0% | -38.0% |
| All | -33.2% | +29.6% | -62.8% | -38.0% |
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