+616.4%
VST vs AKAM
-20.8%
+637.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +19.2% | +11.2% | +7.9% | +16.2% |
| 30D | -17.2% | -13.4% | -3.8% | -14.6% |
| 3M | -8.1% | -29.5% | +21.4% | -1.4% |
| 6M | -8.1% | -42.1% | +34.0% | +2.3% |
| YTD | -16.3% | -0.8% | -15.5% | -22.0% |
| 1Y | -24.1% | -3.9% | -20.2% | -28.7% |
| 3Y | +300.2% | -21.9% | +322.1% | +281.2% |
| All | +616.4% | -20.8% | +637.2% | +555.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling