+228.8%
VIK vs ALLY
+22.3%
+206.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +3.7% | -6.7% | -5.2% |
| 30D | -20.7% | -2.3% | -18.5% | -19.7% |
| 3M | -4.6% | +3.8% | -8.5% | -7.2% |
| 6M | +14.0% | +9.7% | +4.3% | +7.6% |
| YTD | +20.2% | -1.4% | +21.6% | +20.3% |
| 1Y | +36.0% | +8.2% | +27.8% | +28.5% |
| All | +228.8% | +22.3% | +206.5% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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