-9.2%
VRSK vs ABCL
+138.2%
-147.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.5% |
| 7D | +4.2% | -10.0% | +14.2% | +3.7% |
| 30D | +21.2% | -10.9% | +32.1% | +20.9% |
| 3M | +2.9% | +101.6% | -98.7% | +6.9% |
| 6M | +11.3% | +167.5% | -156.2% | +16.2% |
| YTD | -10.8% | +259.1% | -269.9% | -6.7% |
| 1Y | -9.2% | +152.2% | -161.3% | -5.8% |
| All | -9.2% | +138.2% | -147.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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