-10.1%
VRSK vs ABCL
-39.4%
+29.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.5% |
| 7D | -5.4% | -2.7% | -2.7% | -5.4% |
| 30D | -1.8% | +18.3% | -20.1% | -2.1% |
| 3M | -2.2% | +108.5% | -110.7% | -4.4% |
| 6M | -14.9% | +213.9% | -228.8% | -18.4% |
| YTD | -20.0% | +223.1% | -243.1% | -23.5% |
| 1Y | -33.1% | +160.6% | -193.8% | -35.8% |
| 3Y | -25.6% | +104.3% | -129.9% | -28.4% |
| 5Y | -10.1% | -40.0% | +29.9% | -9.6% |
| All | -10.1% | -39.4% | +29.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling