-23.7%
AKAM vs VICR
+642.8%
-666.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +6.3% |
| 7D | +5.4% | +1.3% | +4.1% | +4.8% |
| 30D | -5.9% | -11.9% | +6.1% | -3.0% |
| 3M | -19.6% | -35.1% | +15.5% | -12.2% |
| 6M | +8.5% | +8.1% | +0.3% | -2.2% |
| YTD | +26.9% | +67.8% | -40.8% | -2.1% |
| 1Y | +41.7% | +267.3% | -225.6% | -16.6% |
| 3Y | +5.8% | +191.2% | -185.4% | -42.9% |
| 5Y | -2.3% | +48.1% | -50.4% | -45.8% |
| 10Y | +111.0% | +1,546.1% | -1,435.2% | -64.6% |
| All | -23.7% | +642.8% | -666.5% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling