+143.2%
AKAM vs VT
+346.0%
-202.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.5% |
| 7D | -10.4% | -2.3% | -8.1% | -8.0% |
| 30D | -20.6% | -5.0% | -15.6% | -15.9% |
| 3M | -29.9% | -4.9% | -25.0% | -25.7% |
| 6M | -31.9% | -1.5% | -30.3% | -29.9% |
| YTD | -4.8% | +8.5% | -13.3% | -11.4% |
| 1Y | +13.8% | +11.4% | +2.4% | +3.0% |
| 3Y | -23.4% | +70.1% | -93.4% | -54.3% |
| 5Y | -22.6% | +53.7% | -76.3% | -49.4% |
| 10Y | +26.3% | +220.0% | -193.7% | -63.5% |
| All | +143.2% | +346.0% | -202.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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