+36.3%
AKAM vs VXX
-51.1%
+87.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.1% |
| 7D | -2.1% | -3.5% | +1.4% | -2.5% |
| 30D | -13.9% | -13.6% | -0.3% | -15.5% |
| 3M | -33.8% | -24.6% | -9.2% | -35.9% |
| 6M | +2.2% | -39.9% | +42.0% | -3.0% |
| YTD | +20.6% | -33.1% | +53.7% | +17.0% |
| 1Y | +36.3% | -49.9% | +86.2% | +29.1% |
| All | +36.3% | -51.1% | +87.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling