+123.5%
VRSK vs AMBA
+8.8%
+114.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -7.7% | +7.1% | -14.8% | -8.2% |
| 30D | -2.8% | -18.1% | +15.3% | -1.4% |
| 3M | -3.7% | +8.4% | -12.1% | -5.5% |
| 6M | -12.8% | +25.7% | -38.5% | -16.3% |
| YTD | -21.0% | -4.2% | -16.8% | -22.6% |
| 1Y | -32.5% | -18.7% | -13.8% | -33.3% |
| 3Y | -26.5% | +13.3% | -39.9% | -32.5% |
| 5Y | -11.5% | -54.2% | +42.7% | -14.5% |
| All | +123.5% | +8.8% | +114.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling