+101.1%
AKAM vs VYM
+209.2%
-108.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | +1.5% | -0.8% | +2.3% | +2.1% |
| 30D | -13.0% | -2.2% | -10.8% | -11.4% |
| 3M | -19.4% | +3.1% | -22.4% | -21.3% |
| 6M | +0.3% | +9.7% | -9.4% | -6.5% |
| YTD | +22.4% | +14.9% | +7.5% | +9.9% |
| 1Y | +34.8% | +17.6% | +17.3% | +19.0% |
| 3Y | +1.9% | +65.3% | -63.4% | -29.6% |
| 5Y | -4.6% | +78.7% | -83.3% | -37.6% |
| All | +101.1% | +209.2% | -108.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling