+221.9%
VIK vs ALM
+1,543.8%
-1,322.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -0.7% |
| 7D | -1.8% | -7.1% | +5.3% | -1.5% |
| 30D | -17.3% | +24.7% | -42.0% | -18.3% |
| 3M | -5.1% | +8.3% | -13.4% | -5.9% |
| 6M | +16.2% | -22.2% | +38.4% | +16.2% |
| YTD | +17.6% | +88.1% | -70.4% | +13.6% |
| 1Y | +33.5% | +272.4% | -238.8% | +25.4% |
| All | +221.9% | +1,543.8% | -1,322.0% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling