+112.9%
AS vs VIK
+228.1%
-115.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | -4.9% | -3.0% | -1.9% | -3.5% |
| 30D | -19.6% | -20.7% | +1.1% | -10.5% |
| 3M | -14.4% | -4.6% | -9.7% | -13.4% |
| 6M | -20.1% | +14.0% | -34.1% | -26.6% |
| YTD | -20.9% | +20.2% | -41.1% | -29.3% |
| 1Y | -21.9% | +36.0% | -57.9% | -34.5% |
| All | +112.9% | +228.1% | -115.2% | +37.5% |
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