+94.8%
AMAT vs VIK
+233.3%
-138.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.7% | +11.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.0% |
| 30D | -26.9% | +6.8% | -33.7% | -29.2% |
| 3M | -31.2% | -17.6% | -13.6% | -24.3% |
| 6M | -14.7% | +5.4% | -20.1% | -16.9% |
| YTD | +44.7% | +22.1% | +22.6% | +29.8% |
| 1Y | +62.0% | +49.3% | +12.7% | +31.3% |
| All | +94.8% | +233.3% | -138.5% | +9.4% |
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