+664.1%
AKAM vs VNQ
+382.8%
+281.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | +0.6% | -2.6% | +3.2% | +2.1% |
| 30D | -8.2% | -2.3% | -5.8% | -7.0% |
| 3M | -17.6% | -2.8% | -14.8% | -16.6% |
| 6M | +2.5% | +2.5% | 0.0% | +0.4% |
| YTD | +22.8% | +8.4% | +14.3% | +16.3% |
| 1Y | +39.6% | +6.8% | +32.8% | +33.6% |
| 3Y | +2.3% | +29.9% | -27.6% | -12.9% |
| 5Y | -4.3% | +7.2% | -11.5% | -9.8% |
| 10Y | +104.1% | +62.5% | +41.5% | +43.1% |
| All | +664.1% | +382.8% | +281.4% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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