+40.0%
APH vs VIK
+228.1%
-188.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.6% |
| 7D | -48.7% | -4.5% | -44.3% | -47.7% |
| 30D | -51.9% | -20.7% | -31.2% | -47.4% |
| 3M | -43.6% | -4.6% | -38.9% | -42.7% |
| 6M | -37.5% | +14.0% | -51.5% | -41.4% |
| YTD | -38.6% | +20.2% | -58.8% | -43.8% |
| 1Y | -26.3% | +36.0% | -62.3% | -36.1% |
| All | +40.0% | +228.1% | -188.1% | -5.4% |
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