+2.9%
ALB vs VIK
+225.1%
-222.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.9% |
| 7D | -6.6% | -0.9% | -5.7% | -6.3% |
| 30D | -8.1% | -18.4% | +10.3% | -1.7% |
| 3M | -25.7% | -8.8% | -16.9% | -24.3% |
| 6M | -29.5% | +17.1% | -46.6% | -36.1% |
| YTD | -16.2% | +19.0% | -35.3% | -25.2% |
| 1Y | +59.2% | +30.1% | +29.1% | +35.8% |
| All | +2.9% | +225.1% | -222.2% | -43.4% |
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 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