+429.8%
AKAM vs VRSK
+585.1%
-155.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.7% |
| 7D | +0.6% | -7.7% | +8.3% | +4.4% |
| 30D | -8.2% | -2.8% | -5.4% | -7.3% |
| 3M | -17.6% | -3.7% | -13.9% | -17.8% |
| 6M | +2.5% | -12.8% | +15.3% | +6.5% |
| YTD | +22.8% | -21.0% | +43.8% | +33.5% |
| 1Y | +39.6% | -32.5% | +72.0% | +64.2% |
| 3Y | +2.3% | -26.5% | +28.9% | +11.7% |
| 5Y | -4.3% | -11.5% | +7.2% | -7.5% |
| 10Y | +104.1% | +125.7% | -21.6% | +7.2% |
| All | +429.8% | +585.1% | -155.3% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling