+1.9%
AKAM vs VRSK
-26.5%
+28.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.5% | -5.2% | +6.7% | +2.1% |
| 30D | -13.0% | -2.3% | -10.7% | -12.8% |
| 3M | -19.4% | -2.9% | -16.5% | -20.1% |
| 6M | +0.3% | -12.8% | +13.1% | +1.7% |
| YTD | +22.4% | -20.8% | +43.2% | +26.5% |
| 1Y | +34.8% | -33.2% | +68.1% | +45.0% |
| 3Y | +1.9% | -26.6% | +28.5% | +8.0% |
| All | +1.9% | -26.5% | +28.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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