+147.9%
AKAM vs VIG
+655.8%
-507.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.8% | +3.5% | -0.7% | -1.5% |
| 30D | -6.9% | +4.9% | -11.8% | -12.1% |
| 3M | -31.8% | +2.5% | -34.4% | -33.7% |
| 6M | -47.0% | +11.0% | -58.0% | -53.1% |
| YTD | -2.1% | +16.0% | -18.1% | -17.8% |
| 1Y | -3.7% | +17.5% | -21.2% | -20.5% |
| 3Y | -23.0% | +67.0% | -90.0% | -57.9% |
| 5Y | -23.4% | +64.8% | -88.2% | -57.9% |
| 10Y | +30.5% | +263.6% | -233.1% | -76.2% |
| All | +147.9% | +655.8% | -507.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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