+244.3%
VIK vs ABCL
+204.8%
+39.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +2.7% | -3.3% | +6.0% | +3.1% |
| 30D | +8.8% | -7.1% | +15.9% | +9.4% |
| 3M | -15.3% | +4.7% | -20.0% | -16.7% |
| 6M | +9.4% | +140.9% | -131.5% | -6.2% |
| YTD | +25.9% | +236.0% | -210.1% | +1.2% |
| 1Y | +51.0% | +217.4% | -166.4% | +22.2% |
| All | +244.3% | +204.8% | +39.6% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling