-33.1%
VRSK vs AS
-24.2%
-8.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.5% |
| 7D | -5.4% | -2.8% | -2.6% | -5.3% |
| 30D | -1.8% | -23.2% | +21.5% | -1.1% |
| 3M | -2.2% | -20.1% | +17.9% | -1.6% |
| 6M | -14.9% | -18.5% | +3.6% | -14.3% |
| YTD | -20.0% | -25.6% | +5.6% | -19.5% |
| 1Y | -33.1% | -24.4% | -8.8% | -34.7% |
| All | -33.1% | -24.2% | -8.9% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling