-99.9%
AKTX vs VT
+222.7%
-322.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.6% | -12.0% | -12.2% |
| 7D | -16.0% | +2.9% | -18.9% | -17.5% |
| 30D | -17.6% | -2.5% | -15.1% | -15.5% |
| 3M | -9.3% | -3.3% | -6.0% | -6.5% |
| 6M | +112.7% | +1.5% | +111.2% | +111.6% |
| YTD | -43.7% | +11.4% | -55.0% | -46.7% |
| 1Y | -70.0% | +11.9% | -81.9% | -71.6% |
| 3Y | -95.2% | +73.9% | -169.1% | -96.5% |
| 5Y | -99.5% | +57.9% | -157.4% | -99.6% |
| All | -99.9% | +222.7% | -322.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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