Given investment horizon of 30 days, NYSE is expected to under-perform the Alleghany. In addition to that, NYSE is 1.16 times more volatile than Alleghany Corporation. It trades about -0.32 of its total potential returns per unit of risk. Alleghany Corporation is currently generating about -0.21 per unit of volatility. If you would invest 33,915 in Alleghany Corporation on April 24, 2012 and sell it today you would lose (1,155) from holding Alleghany Corporation or give up 3.41% of portfolio value over 30 days.
Diversification
Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding NYSE and Alleghany Corp. in the same portfolio (assuming nothing else is changed)
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