+578.1%
VRSK vs ARWR
+1,251.0%
-672.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.5% |
| 7D | -9.7% | +2.9% | -12.6% | -9.8% |
| 30D | -8.5% | -2.9% | -5.6% | -8.4% |
| 3M | -1.7% | +15.2% | -16.9% | -2.6% |
| 6M | -17.9% | +42.3% | -60.2% | -19.8% |
| YTD | -21.1% | +28.2% | -49.3% | -22.6% |
| 1Y | -35.1% | +213.2% | -248.4% | -39.6% |
| 3Y | -26.7% | +184.6% | -211.3% | -33.1% |
| 5Y | -12.0% | +29.2% | -41.3% | -17.8% |
| 10Y | +122.9% | +1,012.5% | -889.7% | +81.1% |
| All | +578.1% | +1,251.0% | -672.8% | +420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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