+57.3%
AXON vs VIK
+225.3%
-168.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.4% | -1.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -17.8% | -18.0% | +0.2% | -12.7% |
| 3M | +8.3% | -5.8% | +14.1% | +9.7% |
| 6M | -12.4% | +17.2% | -29.5% | -18.4% |
| YTD | -13.7% | +19.1% | -32.9% | -20.7% |
| 1Y | -33.1% | +33.6% | -66.7% | -41.4% |
| All | +57.3% | +225.3% | -168.0% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling