-5.8%
VRSK vs ABCL
-82.9%
+77.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.1% |
| 7D | -7.7% | -9.6% | +1.9% | -7.6% |
| 30D | -2.8% | +7.2% | -10.0% | -2.9% |
| 3M | -3.7% | +105.5% | -109.2% | -5.0% |
| 6M | -12.8% | +193.0% | -205.8% | -14.9% |
| YTD | -21.0% | +205.8% | -226.8% | -23.1% |
| 1Y | -32.5% | +144.4% | -176.9% | -34.1% |
| 3Y | -26.5% | +93.3% | -119.9% | -28.4% |
| 5Y | -11.5% | -44.9% | +33.4% | -13.2% |
| All | -5.8% | -82.9% | +77.1% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling