+579.5%
VRSK vs AME
+1,612.3%
-1,032.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -7.7% | 0.0% | -7.8% | -7.8% |
| 30D | -2.8% | -8.6% | +5.8% | +0.5% |
| 3M | -3.7% | +5.8% | -9.5% | -6.6% |
| 6M | -12.8% | +3.8% | -16.6% | -15.4% |
| YTD | -21.0% | +14.4% | -35.4% | -26.7% |
| 1Y | -32.5% | +25.8% | -58.2% | -40.0% |
| 3Y | -26.5% | +55.2% | -81.7% | -41.8% |
| 5Y | -11.5% | +85.5% | -97.0% | -35.6% |
| 10Y | +125.7% | +424.0% | -298.3% | +6.8% |
| All | +579.5% | +1,612.3% | -1,032.7% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling