-4.5%
AKAM vs VICR
+57.6%
-62.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -1.3% |
| 7D | +1.5% | +5.0% | -3.5% | +1.0% |
| 30D | -13.0% | -12.5% | -0.5% | -12.1% |
| 3M | -19.4% | -33.6% | +14.2% | -17.3% |
| 6M | +0.3% | +10.7% | -10.4% | -2.2% |
| YTD | +22.4% | +80.6% | -58.2% | +14.1% |
| 1Y | +34.8% | +288.4% | -253.5% | +17.0% |
| 3Y | +1.9% | +213.8% | -211.8% | -13.2% |
| All | -4.5% | +57.6% | -62.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling