-11.5%
VRSK vs APD
+24.4%
-35.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -7.7% | -3.5% | -4.3% | -7.0% |
| 30D | -2.8% | -5.1% | +2.2% | -1.7% |
| 3M | -3.7% | +6.9% | -10.6% | -5.3% |
| 6M | -12.8% | +8.1% | -20.8% | -14.7% |
| YTD | -21.0% | +21.2% | -42.2% | -25.3% |
| 1Y | -32.5% | +4.9% | -37.3% | -33.8% |
| 3Y | -26.5% | +6.3% | -32.8% | -29.2% |
| 5Y | -11.5% | +24.3% | -35.8% | -23.1% |
| All | -11.5% | +24.4% | -35.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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