+347.4%
APP vs VIK
+236.8%
+110.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -4.3% |
| 7D | +0.1% | +3.6% | -3.5% | -2.2% |
| 30D | -10.0% | -16.7% | +6.7% | +0.2% |
| 3M | -44.6% | -1.1% | -43.6% | -45.0% |
| 6M | -37.9% | +27.8% | -65.7% | -49.5% |
| YTD | -53.7% | +23.3% | -77.0% | -61.3% |
| 1Y | -43.0% | +38.2% | -81.2% | -56.7% |
| All | +347.4% | +236.8% | +110.6% | +106.0% |
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