+206.6%
AKAM vs VIG
+617.8%
-411.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.3% |
| 30D | -4.5% | -2.1% | -2.4% | -2.0% |
| 3M | -25.6% | +3.3% | -28.9% | -28.5% |
| 6M | +5.7% | +9.3% | -3.6% | -4.7% |
| YTD | +21.0% | +10.1% | +10.9% | +8.0% |
| 1Y | +33.9% | +14.7% | +19.2% | +13.7% |
| 3Y | +0.9% | +56.9% | -56.0% | -40.7% |
| 5Y | -6.9% | +62.9% | -69.8% | -48.3% |
| 10Y | +97.4% | +241.3% | -143.9% | -61.2% |
| All | +206.6% | +617.8% | -411.3% | -78.8% |
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