+125.8%
AS vs VIK
+229.5%
-103.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | +0.4% |
| 7D | +7.1% | -3.8% | +10.9% | +9.0% |
| 30D | +12.8% | +5.5% | +7.3% | +9.8% |
| 3M | -14.7% | -20.4% | +5.7% | -5.5% |
| 6M | -9.9% | +5.4% | -15.4% | -13.8% |
| YTD | -16.1% | +20.7% | -36.8% | -25.4% |
| 1Y | +0.2% | +50.7% | -50.5% | -20.0% |
| All | +125.8% | +229.5% | -103.7% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling