-34.9%
VST vs AKAM
+16.2%
-51.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.7% | -13.1% | -13.7% |
| 7D | -15.7% | -12.4% | -3.3% | -14.5% |
| 30D | -17.0% | -20.4% | +3.4% | -15.1% |
| 3M | -15.9% | -30.3% | +14.5% | -13.2% |
| 6M | -25.0% | -18.8% | -6.2% | -23.8% |
| YTD | -25.1% | -1.5% | -23.6% | -28.8% |
| 1Y | -34.9% | +19.4% | -54.3% | -39.0% |
| All | -34.9% | +16.2% | -51.1% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling