+50.0%
VIK vs ACM
-45.3%
+95.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | -1.2% | +3.0% | -4.2% | -1.8% |
| 30D | +11.5% | +19.7% | -8.2% | +8.0% |
| 3M | -11.3% | +5.3% | -16.6% | -12.3% |
| 6M | +11.3% | -10.8% | +22.1% | +14.2% |
| YTD | +26.1% | -25.1% | +51.2% | +35.1% |
| 1Y | +50.0% | -45.8% | +95.8% | +45.7% |
| All | +50.0% | -45.3% | +95.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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