+234.0%
VIK vs ACM
-21.6%
+255.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -2.5% |
| 7D | +0.1% | +6.9% | -6.8% | -2.6% |
| 30D | +6.8% | +19.1% | -12.3% | -0.8% |
| 3M | -17.6% | -6.9% | -10.7% | -15.1% |
| 6M | +5.4% | -12.0% | +17.5% | +11.0% |
| YTD | +22.1% | -25.1% | +47.2% | +39.2% |
| 1Y | +49.3% | -45.4% | +94.7% | +104.6% |
| All | +234.0% | -21.6% | +255.6% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling