-42.3%
VRSK vs AMRZ
-20.1%
-22.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -7.5% | +2.4% | -5.2% |
| 30D | -2.3% | -12.4% | +10.1% | -2.4% |
| 3M | -2.9% | -22.4% | +19.5% | -3.2% |
| 6M | -12.8% | -29.5% | +16.7% | -13.2% |
| YTD | -20.8% | -24.1% | +3.3% | -20.9% |
| 1Y | -33.2% | -26.3% | -7.0% | -32.1% |
| All | -42.3% | -20.1% | -22.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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