-11.1%
VRSK vs AU
+686.2%
-697.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -5.2% | -4.3% | -0.9% | -5.1% |
| 30D | -2.3% | +7.3% | -9.6% | -2.4% |
| 3M | -2.9% | +26.3% | -29.2% | -3.2% |
| 6M | -12.8% | +1.8% | -14.6% | -12.7% |
| YTD | -20.8% | +26.8% | -47.6% | -21.7% |
| 1Y | -33.2% | +66.7% | -99.9% | -35.2% |
| 3Y | -26.6% | +579.1% | -605.6% | -36.9% |
| All | -11.1% | +686.2% | -697.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling