+455.4%
V vs AKAM
+27.0%
+428.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.4% |
| 7D | +0.8% | -3.3% | +4.1% | +1.3% |
| 30D | +9.9% | -21.7% | +31.7% | +14.5% |
| 3M | +17.5% | -28.8% | +46.4% | +24.0% |
| 6M | +33.5% | -43.3% | +76.8% | +46.1% |
| YTD | +21.6% | -4.1% | +25.6% | +13.7% |
| 1Y | +27.6% | -3.9% | +31.5% | +19.1% |
| 3Y | +76.4% | -24.4% | +100.8% | +70.1% |
| 5Y | +103.8% | -23.8% | +127.6% | +93.0% |
| All | +455.4% | +27.0% | +428.4% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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