-6.0%
VRSK vs ABCL
-81.2%
+75.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -9.7% | +1.4% | -11.1% | -9.7% |
| 30D | -8.5% | +65.1% | -73.6% | -9.1% |
| 3M | -1.7% | +111.1% | -112.7% | -3.0% |
| 6M | -17.9% | +231.6% | -249.5% | -20.0% |
| YTD | -21.1% | +234.5% | -255.6% | -23.3% |
| 1Y | -35.1% | +174.3% | -209.5% | -36.8% |
| 3Y | -26.7% | +111.5% | -138.1% | -28.6% |
| 5Y | -12.0% | -37.3% | +25.3% | -13.7% |
| All | -6.0% | -81.2% | +75.3% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling