+127.9%
AKAM vs VT
+345.0%
-217.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -5.3% |
| 7D | -21.7% | -4.2% | -17.5% | -18.0% |
| 30D | -28.3% | -5.8% | -22.5% | -23.5% |
| 3M | -36.3% | -5.2% | -31.1% | -32.2% |
| 6M | -34.0% | +0.1% | -34.1% | -33.2% |
| YTD | -10.8% | +8.2% | -19.0% | -16.8% |
| 1Y | +6.7% | +10.1% | -3.5% | -2.4% |
| 3Y | -28.3% | +69.7% | -97.9% | -57.1% |
| 5Y | -27.4% | +53.4% | -80.8% | -52.5% |
| 10Y | +18.3% | +219.2% | -200.9% | -65.7% |
| All | +127.9% | +345.0% | -217.1% | -51.5% |
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