-3.6%
VRSK vs ABCL
+198.4%
-202.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.6% |
| 7D | +1.6% | -3.3% | +4.9% | +1.3% |
| 30D | +15.1% | -7.1% | +22.2% | +14.9% |
| 3M | +12.1% | +4.7% | +7.3% | +12.6% |
| 6M | +29.4% | +140.9% | -111.5% | +33.9% |
| YTD | -6.4% | +236.0% | -242.3% | -3.1% |
| 1Y | -3.6% | +217.4% | -221.0% | -0.4% |
| All | -3.6% | +198.4% | -202.0% | -0.4% |
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