+539.8%
AKAM vs VIVK
-100.0%
+639.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.2% | +4.9% |
| 7D | +5.4% | -7.9% | +13.3% | +5.4% |
| 30D | -5.9% | -42.0% | +36.1% | -5.9% |
| 3M | -19.6% | -92.5% | +72.9% | -19.7% |
| 6M | +8.5% | -98.0% | +106.5% | +8.4% |
| YTD | +26.9% | -97.9% | +124.8% | +26.9% |
| 1Y | +41.7% | -100.0% | +141.7% | +41.6% |
| 3Y | +5.8% | -100.0% | +105.8% | +5.7% |
| 5Y | -2.3% | -100.0% | +97.7% | -2.4% |
| 10Y | +111.0% | -100.0% | +210.9% | +111.7% |
| All | +539.8% | -100.0% | +639.8% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling