+225.9%
VIK vs ALM
+1,718.5%
-1,492.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -3.2% |
| 7D | -0.8% | +3.6% | -4.4% | -1.0% |
| 30D | -18.0% | +33.8% | -51.8% | -19.4% |
| 3M | -5.8% | +14.8% | -20.6% | -7.0% |
| 6M | +17.2% | -7.0% | +24.1% | +16.2% |
| YTD | +19.1% | +108.1% | -88.9% | +14.4% |
| 1Y | +33.6% | +313.8% | -280.1% | +24.8% |
| All | +225.9% | +1,718.5% | -1,492.5% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling