-33.1%
VRSK vs AMBA
-17.3%
-15.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -7.0% | +2.1% |
| 7D | -5.4% | +2.5% | -7.9% | -5.2% |
| 30D | -1.8% | -16.1% | +14.4% | -3.1% |
| 3M | -2.2% | +4.6% | -6.9% | -1.3% |
| 6M | -14.9% | +29.2% | -44.1% | -13.4% |
| YTD | -20.0% | -2.9% | -17.1% | -19.6% |
| 1Y | -33.1% | -18.7% | -14.4% | -33.7% |
| All | -33.1% | -17.3% | -15.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling