-27.5%
AKAM vs VMC
+834.1%
-861.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -2.1% | -4.3% | +2.2% | -0.4% |
| 30D | -13.9% | -8.2% | -5.7% | -11.0% |
| 3M | -33.8% | -7.0% | -26.8% | -32.5% |
| 6M | +2.2% | -10.8% | +12.9% | +5.5% |
| YTD | +20.6% | -7.4% | +28.0% | +22.1% |
| 1Y | +36.3% | -9.5% | +45.8% | +39.1% |
| 3Y | -0.1% | +20.5% | -20.6% | -11.2% |
| 5Y | -7.5% | +51.6% | -59.1% | -27.4% |
| 10Y | +90.2% | +150.0% | -59.9% | +2.3% |
| All | -27.5% | +834.1% | -861.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling