-3.6%
VRSK vs ADVB
-72.7%
+69.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.4% |
| 7D | +1.6% | +27.8% | -26.2% | +2.1% |
| 30D | +15.1% | -50.8% | +65.9% | +14.7% |
| 3M | +12.1% | -70.5% | +82.6% | +11.5% |
| 6M | +29.4% | -46.7% | +76.1% | +29.3% |
| YTD | -6.4% | -56.7% | +50.3% | -5.1% |
| 1Y | -3.6% | -71.8% | +68.2% | -3.4% |
| All | -3.6% | -72.7% | +69.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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