+33.5%
VIK vs ALM
+279.2%
-245.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -0.5% |
| 7D | -1.8% | -7.1% | +5.3% | -1.3% |
| 30D | -17.3% | +24.7% | -42.0% | -18.7% |
| 3M | -5.1% | +8.3% | -13.4% | -6.3% |
| 6M | +16.2% | -22.2% | +38.4% | +15.6% |
| YTD | +17.6% | +88.1% | -70.4% | +13.2% |
| 1Y | +33.5% | +272.4% | -238.8% | +28.0% |
| All | +33.5% | +279.2% | -245.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling