+201.3%
AG vs VIK
+221.3%
-20.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.4% |
| 7D | -5.8% | -1.8% | -4.0% | -5.2% |
| 30D | +6.4% | -17.3% | +23.6% | +13.0% |
| 3M | +28.4% | -5.1% | +33.4% | +29.2% |
| 6M | -24.5% | +16.2% | -40.7% | -30.0% |
| YTD | +21.2% | +17.6% | +3.5% | +11.4% |
| 1Y | +114.1% | +33.5% | +80.6% | +87.5% |
| All | +201.3% | +221.3% | -20.0% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling