-15.0%
AKAM vs VG
-51.4%
+36.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.7% | +6.7% |
| 7D | -10.4% | -22.0% | +11.7% | -8.9% |
| 30D | -20.6% | -11.6% | -8.9% | -19.9% |
| 3M | -29.9% | -14.9% | -15.0% | -29.2% |
| 6M | -31.9% | -3.5% | -28.4% | -32.1% |
| YTD | -4.8% | +70.0% | -74.7% | -11.6% |
| 1Y | +13.8% | +50.0% | -36.2% | +6.7% |
| All | -15.0% | -51.4% | +36.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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