+228.8%
VIK vs ABCL
+203.2%
+25.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -20.7% | +93.1% | -113.8% | -28.3% |
| 3M | -4.6% | +79.4% | -84.1% | -13.5% |
| 6M | +14.0% | +214.9% | -200.9% | -6.0% |
| YTD | +20.2% | +234.2% | -214.0% | -2.7% |
| 1Y | +36.0% | +174.8% | -138.7% | +11.6% |
| All | +228.8% | +203.2% | +25.6% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling