+270.2%
AMD vs VIK
+243.7%
+26.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -9.4% |
| 7D | +18.9% | +2.7% | +16.2% | +17.1% |
| 30D | -6.4% | +8.8% | -15.2% | -10.1% |
| 3M | +10.6% | -15.3% | +25.9% | +20.1% |
| 6M | +19.9% | +9.4% | +10.5% | +13.5% |
| YTD | +149.4% | +25.9% | +123.5% | +116.2% |
| 1Y | +115.4% | +51.0% | +64.4% | +67.4% |
| All | +270.2% | +243.7% | +26.5% | +83.9% |
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