-36.3%
VRSK vs ADVB
-88.3%
+52.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -3.1% | -3.8% | +0.6% | -3.1% |
| 30D | -1.6% | +17.6% | -19.1% | -1.5% |
| 3M | +3.5% | +119.1% | -115.6% | +2.8% |
| 6M | -13.4% | +103.4% | -116.7% | -14.1% |
| YTD | -16.5% | +59.8% | -76.4% | -16.9% |
| 1Y | -30.6% | +8.5% | -39.1% | -30.7% |
| All | -36.3% | -88.3% | +52.0% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling