+51.0%
VIK vs ALM
+19.0%
+32.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | +0.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | +8.8% | -19.3% | +28.1% | +10.5% |
| 3M | -15.3% | -40.6% | +25.3% | -12.1% |
| 6M | +9.4% | -57.9% | +67.3% | +15.5% |
| YTD | +25.9% | -6.7% | +32.5% | +31.2% |
| 1Y | +51.0% | +20.2% | +30.8% | +59.3% |
| All | +51.0% | +19.0% | +32.0% | +59.3% |
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