+1.0%
AMCR vs VIK
+225.3%
-224.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.0% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -7.1% | -18.0% | +10.9% | -3.4% |
| 3M | +12.7% | -5.8% | +18.5% | +13.6% |
| 6M | +5.2% | +17.2% | -12.0% | +1.4% |
| YTD | +8.1% | +19.1% | -11.1% | +3.8% |
| 1Y | +11.7% | +33.6% | -21.9% | +5.4% |
| All | +1.0% | +225.3% | -224.4% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling