+53.8%
APA vs VIK
+228.1%
-174.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +0.5% | -3.0% | +3.6% | +0.9% |
| 30D | +23.4% | -20.7% | +44.1% | +26.5% |
| 3M | +12.7% | -4.6% | +17.3% | +12.2% |
| 6M | +39.4% | +14.0% | +25.4% | +31.6% |
| YTD | +79.0% | +20.2% | +58.8% | +64.5% |
| 1Y | +88.8% | +36.0% | +52.8% | +63.8% |
| All | +53.8% | +228.1% | -174.3% | -0.6% |
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