+101.1%
AKAM vs VIVK
-100.0%
+201.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | +1.5% | -4.4% | +5.9% | +1.5% |
| 30D | -13.0% | -40.8% | +27.8% | -12.9% |
| 3M | -19.4% | -94.1% | +74.8% | -18.9% |
| 6M | +0.3% | -98.2% | +98.5% | +1.1% |
| YTD | +22.4% | -98.0% | +120.4% | +23.3% |
| 1Y | +34.8% | -100.0% | +134.8% | +36.5% |
| 3Y | +1.9% | -100.0% | +101.9% | +3.0% |
| 5Y | -4.6% | -100.0% | +95.4% | -3.6% |
| All | +101.1% | -100.0% | +201.1% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling