-23.0%
AKAM vs VMC
+35.0%
-58.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | +2.8% | -1.3% | +4.0% | +3.0% |
| 30D | -6.9% | +15.5% | -22.3% | -10.0% |
| 3M | -31.8% | +0.6% | -32.4% | -32.1% |
| 6M | -47.0% | +2.1% | -49.1% | -48.0% |
| YTD | -2.1% | -1.6% | -0.6% | -3.7% |
| 1Y | -3.7% | -1.2% | -2.5% | -5.4% |
| 3Y | -23.0% | +35.3% | -58.4% | -29.3% |
| All | -23.0% | +35.0% | -58.0% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling