-22.2%
AMAT vs VIK
+2.9%
-25.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.3% |
| 7D | -14.7% | 0.0% | -14.7% | -14.2% |
| 30D | -36.1% | +7.7% | -43.8% | -38.1% |
| 3M | -36.9% | -17.6% | -19.2% | -28.1% |
| 6M | -22.2% | +1.7% | -23.9% | -16.5% |
| All | -22.2% | +2.9% | -25.1% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling