+0.5%
AXON vs VIK
+234.5%
-234.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.5% | -19.7% | -18.7% |
| 7D | -26.8% | 0.0% | -26.8% | -26.8% |
| 30D | -22.9% | +7.7% | -30.6% | -24.8% |
| 3M | -40.1% | -17.6% | -22.5% | -36.5% |
| 6M | -18.9% | +1.7% | -20.5% | -20.2% |
| YTD | -44.9% | +22.5% | -67.4% | -49.9% |
| 1Y | -46.7% | +52.6% | -99.3% | -55.6% |
| All | +0.5% | +234.5% | -234.1% | -35.4% |
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 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