+237.5%
VIK vs ABCL
+203.4%
+34.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | +3.6% | +1.4% | +2.2% | +3.4% |
| 30D | -16.7% | +65.1% | -81.8% | -22.8% |
| 3M | -1.1% | +111.1% | -112.1% | -12.3% |
| 6M | +27.8% | +231.6% | -203.8% | +4.7% |
| YTD | +23.3% | +234.5% | -211.2% | -0.1% |
| 1Y | +38.2% | +174.3% | -136.2% | +13.4% |
| All | +237.5% | +203.4% | +34.0% | +157.0% |
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