+101.1%
AKAM vs VMC
+156.6%
-55.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.5% | -3.8% | +5.3% | +2.2% |
| 30D | -13.0% | -9.7% | -3.3% | -11.4% |
| 3M | -19.4% | -9.6% | -9.8% | -18.3% |
| 6M | +0.3% | -4.8% | +5.1% | +0.4% |
| YTD | +22.4% | -10.9% | +33.3% | +24.0% |
| 1Y | +34.8% | -15.6% | +50.4% | +38.0% |
| 3Y | +1.9% | +19.3% | -17.4% | -2.8% |
| 5Y | -4.6% | +48.0% | -52.6% | -13.2% |
| All | +101.1% | +156.6% | -55.4% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling