-11.6%
VRSK vs AMBA
+23.6%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.1% |
| 7D | -2.4% | +10.7% | -13.1% | -2.0% |
| 30D | +16.8% | -5.0% | +21.8% | +16.7% |
| 3M | +14.7% | -26.9% | +41.6% | +14.0% |
| 6M | +24.7% | -21.9% | +46.6% | +24.6% |
| YTD | -7.0% | -13.8% | +6.8% | -7.3% |
| 1Y | -2.1% | -36.1% | +33.9% | -2.2% |
| All | -11.6% | +23.6% | -35.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling