+4.7%
AKAM vs VIK
+236.8%
-232.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.9% |
| 30D | -4.5% | -16.7% | +12.3% | +0.7% |
| 3M | -25.6% | -1.1% | -24.5% | -25.6% |
| 6M | +5.7% | +27.8% | -22.1% | -3.8% |
| YTD | +21.0% | +23.3% | -2.3% | +10.5% |
| 1Y | +33.9% | +38.2% | -4.3% | +16.7% |
| All | +4.7% | +236.8% | -232.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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