+301.6%
ALAB vs VIK
+225.3%
+76.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.5% | +6.2% |
| 7D | +9.6% | -0.8% | +10.4% | +9.8% |
| 30D | -5.3% | -18.0% | +12.8% | +6.5% |
| 3M | -12.0% | -5.8% | -6.2% | -8.4% |
| 6M | +145.7% | +17.2% | +128.6% | +117.3% |
| YTD | +80.7% | +19.1% | +61.5% | +55.9% |
| 1Y | +40.1% | +33.6% | +6.5% | +10.9% |
| All | +301.6% | +225.3% | +76.3% | +106.7% |
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