-11.1%
VRSK vs AME
+89.9%
-101.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.7% |
| 7D | -5.2% | +1.7% | -6.9% | -5.6% |
| 30D | -2.3% | -6.4% | +4.1% | -0.5% |
| 3M | -2.9% | +7.1% | -10.0% | -5.6% |
| 6M | -12.8% | +8.2% | -21.0% | -16.2% |
| YTD | -20.8% | +18.2% | -39.0% | -26.9% |
| 1Y | -33.2% | +26.7% | -60.0% | -40.3% |
| 3Y | -26.6% | +60.7% | -87.3% | -43.6% |
| All | -11.1% | +89.9% | -101.0% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling