+192.4%
AG vs VIK
+225.1%
-32.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.4% |
| 7D | -6.7% | -0.9% | -5.8% | -6.5% |
| 30D | +2.2% | -18.4% | +20.6% | +9.2% |
| 3M | +15.7% | -8.8% | +24.5% | +18.2% |
| 6M | -23.8% | +17.1% | -40.9% | -29.6% |
| YTD | +17.6% | +19.0% | -1.4% | +7.7% |
| 1Y | +88.6% | +30.1% | +58.5% | +66.5% |
| All | +192.4% | +225.1% | -32.6% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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