-26.6%
VRSK vs AU
+577.5%
-604.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -5.2% | -4.3% | -0.9% | -5.3% |
| 30D | -2.3% | +7.3% | -9.6% | -2.1% |
| 3M | -2.9% | +26.3% | -29.2% | -1.9% |
| 6M | -12.8% | +1.8% | -14.6% | -12.1% |
| YTD | -20.8% | +26.8% | -47.6% | -20.3% |
| 1Y | -33.2% | +66.7% | -99.9% | -33.4% |
| 3Y | -26.6% | +579.1% | -605.6% | -31.5% |
| All | -26.6% | +577.5% | -604.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling