-14.9%
VRSK vs AME
+7.8%
-22.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.1% |
| 7D | -5.4% | +1.3% | -6.7% | -4.7% |
| 30D | -1.8% | -6.6% | +4.8% | -4.9% |
| 3M | -2.2% | +3.0% | -5.2% | -0.5% |
| 6M | -14.9% | +5.3% | -20.2% | -12.7% |
| All | -14.9% | +7.8% | -22.7% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling