+1,216.9%
VST vs AKAM
+91.7%
+1,125.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +8.9% | -2.1% | +11.0% | +9.3% |
| 30D | +6.2% | -13.9% | +20.1% | +9.3% |
| 3M | -2.7% | -33.8% | +31.1% | +5.2% |
| 6M | -8.4% | +2.2% | -10.5% | -11.6% |
| YTD | -7.2% | +20.6% | -27.8% | -14.6% |
| 1Y | -20.9% | +36.3% | -57.2% | -29.8% |
| 3Y | +384.0% | -0.1% | +384.1% | +351.0% |
| 5Y | +757.1% | -7.5% | +764.6% | +698.1% |
| All | +1,216.9% | +91.7% | +1,125.2% | +970.7% |
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