+117.7%
AKAM vs VYM
+484.2%
-366.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.7% |
| 7D | +0.6% | -1.9% | +2.4% | +2.6% |
| 30D | -8.2% | -2.6% | -5.6% | -5.6% |
| 3M | -17.6% | +3.6% | -21.2% | -20.6% |
| 6M | +2.5% | +8.7% | -6.2% | -5.8% |
| YTD | +22.8% | +14.1% | +8.7% | +6.9% |
| 1Y | +39.6% | +17.8% | +21.8% | +17.6% |
| 3Y | +2.3% | +64.5% | -62.2% | -39.0% |
| 5Y | -4.3% | +77.5% | -81.8% | -47.9% |
| 10Y | +104.1% | +206.1% | -102.1% | -44.6% |
| All | +117.7% | +484.2% | -366.4% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling