-27.5%
AKAM vs VSH
+212.9%
-240.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -3.3% |
| 7D | -2.1% | +4.1% | -6.2% | -4.1% |
| 30D | -13.9% | -4.2% | -9.8% | -13.1% |
| 3M | -33.8% | -50.0% | +16.2% | -12.7% |
| 6M | +2.2% | +80.2% | -78.0% | -30.2% |
| YTD | +20.6% | +121.1% | -100.5% | -26.9% |
| 1Y | +36.3% | +112.0% | -75.7% | -17.2% |
| 3Y | -0.1% | +22.5% | -22.6% | -26.8% |
| 5Y | -7.5% | +64.0% | -71.6% | -44.1% |
| 10Y | +90.2% | +170.4% | -80.2% | -29.0% |
| All | -27.5% | +212.9% | -240.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling