-32.5%
VRSK vs ABCL
+145.5%
-178.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.4% |
| 7D | -7.7% | -9.6% | +1.9% | -8.1% |
| 30D | -2.8% | +7.2% | -10.0% | -2.4% |
| 3M | -3.7% | +105.5% | -109.2% | -1.1% |
| 6M | -12.8% | +193.0% | -205.8% | -10.3% |
| YTD | -21.0% | +205.8% | -226.8% | -18.5% |
| 1Y | -32.5% | +144.4% | -176.9% | -31.0% |
| All | -32.5% | +145.5% | -178.0% | -31.0% |
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