-27.5%
AKAM vs VFC
+288.7%
-316.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -13.9% | -11.6% | -2.3% | -10.5% |
| 3M | -33.8% | -18.1% | -15.7% | -30.2% |
| 6M | +2.2% | -27.4% | +29.5% | +11.0% |
| YTD | +20.6% | -24.8% | +45.4% | +28.2% |
| 1Y | +36.3% | -8.2% | +44.5% | +33.0% |
| 3Y | -0.1% | -29.1% | +29.0% | -9.5% |
| 5Y | -7.5% | -79.2% | +71.6% | +34.2% |
| 10Y | +90.2% | -68.1% | +158.3% | +89.1% |
| All | -27.5% | +288.7% | -316.3% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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