+101.8%
AKAM vs VSH
+179.3%
-77.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.0% |
| 7D | +0.6% | +3.1% | -2.5% | -0.3% |
| 30D | -8.2% | -5.7% | -2.5% | -6.8% |
| 3M | -17.6% | -42.5% | +24.9% | -6.9% |
| 6M | +2.5% | +82.7% | -80.2% | -16.6% |
| YTD | +22.8% | +118.2% | -95.4% | -5.8% |
| 1Y | +39.6% | +109.7% | -70.1% | +7.4% |
| 3Y | +2.3% | +35.3% | -33.0% | -14.9% |
| 5Y | -4.3% | +65.6% | -69.9% | -25.8% |
| All | +101.8% | +179.3% | -77.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling