+234.0%
VIK vs ABCL
+231.6%
+2.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.9% |
| 7D | +0.1% | +12.4% | -12.3% | -1.3% |
| 30D | +6.8% | -0.4% | +7.2% | +6.5% |
| 3M | -17.6% | +80.4% | -98.0% | -24.8% |
| 6M | +5.4% | +138.5% | -133.1% | -9.1% |
| YTD | +22.1% | +265.5% | -243.4% | -2.8% |
| 1Y | +49.3% | +219.7% | -170.4% | +21.0% |
| All | +234.0% | +231.6% | +2.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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