+587.8%
VRSK vs APD
+523.1%
+64.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | -5.4% | -4.6% | -0.8% | -3.8% |
| 30D | -1.8% | -4.2% | +2.4% | -0.3% |
| 3M | -2.2% | +5.0% | -7.2% | -4.3% |
| 6M | -14.9% | +8.9% | -23.9% | -18.2% |
| YTD | -20.0% | +21.9% | -41.9% | -26.6% |
| 1Y | -33.1% | +5.6% | -38.7% | -35.5% |
| 3Y | -25.6% | +6.9% | -32.5% | -30.8% |
| 5Y | -10.1% | +25.3% | -35.5% | -23.3% |
| 10Y | +128.4% | +169.1% | -40.6% | +41.0% |
| All | +587.8% | +523.1% | +64.7% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling