+115.9%
AS vs VIK
+243.7%
-127.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | -4.9% | +2.7% | -7.6% | -6.1% |
| 30D | +3.9% | +8.8% | -4.9% | -0.4% |
| 3M | -9.6% | -15.3% | +5.7% | -2.9% |
| 6M | -8.7% | +9.4% | -18.0% | -14.2% |
| YTD | -19.8% | +25.9% | -45.7% | -30.2% |
| 1Y | -1.5% | +51.0% | -52.5% | -21.6% |
| All | +115.9% | +243.7% | -127.8% | +35.9% |
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