-27.4%
VRSK vs AS
+104.6%
-131.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -7.7% | -3.9% | -3.9% | -7.6% |
| 30D | -2.8% | -19.0% | +16.2% | -2.3% |
| 3M | -3.7% | -18.8% | +15.1% | -3.2% |
| 6M | -12.8% | -21.0% | +8.2% | -12.3% |
| YTD | -21.0% | -26.6% | +5.6% | -20.4% |
| 1Y | -32.5% | -25.3% | -7.1% | -32.1% |
| All | -27.4% | +104.6% | -131.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling