-2.3%
AKAM vs VSH
+67.3%
-69.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | +5.4% | +3.5% | +1.9% | +4.3% |
| 30D | -5.9% | -4.4% | -1.5% | -4.8% |
| 3M | -19.6% | -45.8% | +26.2% | -6.8% |
| 6M | +8.5% | +90.1% | -81.7% | -14.9% |
| YTD | +26.9% | +120.3% | -93.4% | -6.0% |
| 1Y | +41.7% | +112.2% | -70.5% | +5.2% |
| 3Y | +5.8% | +36.6% | -30.8% | -13.5% |
| 5Y | -2.3% | +67.0% | -69.3% | -28.1% |
| All | -2.3% | +67.3% | -69.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling