+59.7%
AKAM vs VXX
-99.0%
+158.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -1.0% |
| 7D | +1.5% | +2.0% | -0.5% | +1.8% |
| 30D | -13.0% | -7.1% | -5.9% | -14.0% |
| 3M | -19.4% | -28.6% | +9.3% | -23.3% |
| 6M | +0.3% | -44.0% | +44.3% | -7.6% |
| YTD | +22.4% | -31.7% | +54.1% | +17.3% |
| 1Y | +34.8% | -46.3% | +81.2% | +25.3% |
| 3Y | +1.9% | -78.3% | +80.2% | -9.3% |
| 5Y | -4.6% | -95.8% | +91.2% | -30.1% |
| All | +59.7% | -99.0% | +158.7% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling