+12.5%
VUG vs AKAM
+37.1%
-24.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.3% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | -1.6% | -8.2% | +6.6% | -1.0% |
| 3M | +4.4% | -17.6% | +22.0% | +5.5% |
| 6M | +13.2% | +2.5% | +10.7% | +13.5% |
| YTD | +7.5% | +22.8% | -15.3% | +5.6% |
| 1Y | +12.5% | +39.6% | -27.1% | +10.2% |
| All | +12.5% | +37.1% | -24.6% | +10.2% |
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