+120.9%
AUR vs VIK
+221.3%
-100.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | +0.2% | -1.8% | +2.0% | +1.4% |
| 30D | -8.9% | -17.3% | +8.4% | +3.0% |
| 3M | +4.6% | -5.1% | +9.7% | +7.1% |
| 6M | +44.9% | +16.2% | +28.7% | +25.9% |
| YTD | +64.8% | +17.6% | +47.2% | +40.6% |
| 1Y | +16.4% | +33.5% | -17.2% | -10.9% |
| All | +120.9% | +221.3% | -100.3% | -11.8% |
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