+878.4%
AKAM vs VWO
+317.6%
+560.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.2% |
| 7D | +0.6% | -1.7% | +2.3% | +1.9% |
| 30D | -8.2% | -0.3% | -7.9% | -7.9% |
| 3M | -17.6% | +4.0% | -21.5% | -19.9% |
| 6M | +2.5% | +8.1% | -5.6% | -3.1% |
| YTD | +22.8% | +11.6% | +11.2% | +12.9% |
| 1Y | +39.6% | +16.2% | +23.4% | +24.4% |
| 3Y | +2.3% | +63.3% | -60.9% | -28.9% |
| 5Y | -4.3% | +33.4% | -37.6% | -24.1% |
| 10Y | +104.1% | +113.3% | -9.3% | +7.6% |
| All | +878.4% | +317.6% | +560.7% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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