+36.3%
AKAM vs VMC
-8.5%
+44.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -2.1% | -4.3% | +2.2% | -1.7% |
| 30D | -13.9% | -8.2% | -5.7% | -13.4% |
| 3M | -33.8% | -7.0% | -26.8% | -34.2% |
| 6M | +2.2% | -10.8% | +12.9% | +2.4% |
| YTD | +20.6% | -7.4% | +28.0% | +18.6% |
| 1Y | +36.3% | -9.5% | +45.8% | +34.7% |
| All | +36.3% | -8.5% | +44.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling