-15.4%
AS vs VIK
+2.9%
-18.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | 0.0% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +16.0% | +7.7% | +8.3% | +13.5% |
| 3M | -12.8% | -17.6% | +4.8% | -8.7% |
| 6M | -15.4% | +1.7% | -17.0% | -19.4% |
| All | -15.4% | +2.9% | -18.3% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling