+46.2%
VIK vs ABCL
+199.8%
-153.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.8% |
| 7D | +0.1% | +12.4% | -12.3% | -0.9% |
| 30D | +6.8% | -0.4% | +7.2% | +6.6% |
| 3M | -17.6% | +80.4% | -98.0% | -23.6% |
| 6M | +5.4% | +138.5% | -133.1% | -8.3% |
| YTD | +22.1% | +265.5% | -243.4% | -5.9% |
| All | +46.2% | +199.8% | -153.6% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling