+60.9%
APA vs VIK
+225.1%
-164.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.3% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | +11.9% | -18.4% | +30.3% | +14.3% |
| 3M | +22.5% | -8.8% | +31.2% | +22.8% |
| 6M | +37.5% | +17.1% | +20.4% | +28.6% |
| YTD | +87.2% | +19.0% | +68.1% | +72.1% |
| 1Y | +101.4% | +30.1% | +71.3% | +77.8% |
| All | +60.9% | +225.1% | -164.2% | +4.0% |
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