+329.5%
AKAM vs VCLT
+103.3%
+226.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -4.5% | -0.6% | -3.9% | -4.4% |
| 3M | -25.6% | -2.2% | -23.3% | -25.4% |
| 6M | +5.7% | -2.9% | +8.6% | +6.0% |
| YTD | +21.0% | -2.1% | +23.1% | +21.3% |
| 1Y | +33.9% | -2.6% | +36.5% | +34.2% |
| 3Y | +0.9% | +12.5% | -11.6% | +0.7% |
| 5Y | -6.9% | -15.3% | +8.4% | -11.5% |
| 10Y | +97.4% | +16.6% | +80.8% | +111.9% |
| All | +329.5% | +103.3% | +226.2% | +503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling