+911.8%
VLO vs AKAM
+104.5%
+807.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.3% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | +19.0% | -8.2% | +27.2% | +20.6% |
| 3M | +50.0% | -17.6% | +67.5% | +54.4% |
| 6M | +79.1% | +2.5% | +76.6% | +73.7% |
| YTD | +140.3% | +22.8% | +117.5% | +121.8% |
| 1Y | +148.3% | +39.6% | +108.7% | +121.5% |
| 3Y | +194.6% | +2.3% | +192.3% | +175.6% |
| 5Y | +609.6% | -4.3% | +613.9% | +560.9% |
| All | +911.8% | +104.5% | +807.3% | +633.0% |
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