+17,236.1%
VLO vs AKAM
-22.4%
+17,258.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +9.6% | +2.8% | +6.9% | +9.2% |
| 30D | -17.4% | -6.9% | -10.5% | -16.8% |
| 3M | +10.8% | -31.8% | +42.6% | +15.2% |
| 6M | +56.9% | -47.0% | +104.0% | +67.7% |
| YTD | +136.8% | -2.1% | +138.9% | +131.1% |
| 1Y | +120.7% | -3.7% | +124.4% | +115.7% |
| 3Y | +231.9% | -23.0% | +255.0% | +229.8% |
| 5Y | +479.0% | -23.4% | +502.4% | +471.4% |
| 10Y | +792.2% | +30.5% | +761.7% | +711.5% |
| All | +17,236.1% | -22.4% | +17,258.5% | +12,387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling