-18.1%
ALB vs VIK
+243.7%
-261.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -5.8% | +2.7% | -8.5% | -6.6% |
| 30D | -4.5% | +8.8% | -13.3% | -7.6% |
| 3M | -28.1% | -15.3% | -12.8% | -24.4% |
| 6M | -53.2% | +9.4% | -62.5% | -55.7% |
| YTD | -33.3% | +25.9% | -59.2% | -41.9% |
| 1Y | -17.4% | +51.0% | -68.4% | -34.0% |
| All | -18.1% | +243.7% | -261.8% | -56.1% |
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