+2,414.5%
AKAM vs VALE
+2,320.2%
+94.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.8% |
| 30D | -4.5% | +8.8% | -13.3% | -7.2% |
| 3M | -25.6% | +6.8% | -32.3% | -27.5% |
| 6M | +5.7% | +6.9% | -1.2% | +2.6% |
| YTD | +21.0% | +22.8% | -1.8% | +11.1% |
| 1Y | +33.9% | +61.3% | -27.4% | +12.1% |
| 3Y | +0.9% | +53.3% | -52.4% | -15.7% |
| 5Y | -6.9% | +44.9% | -51.7% | -25.4% |
| 10Y | +97.4% | +486.8% | -389.4% | -21.5% |
| All | +2,414.5% | +2,320.2% | +94.3% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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