+1,187.3%
VUG vs AKAM
+563.0%
+624.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +2.5% | +2.8% | -0.3% | +1.8% |
| 30D | -6.3% | -6.9% | +0.6% | -5.0% |
| 3M | -6.0% | -31.8% | +25.8% | +1.6% |
| 6M | -3.5% | -47.0% | +43.5% | +9.6% |
| YTD | +3.9% | -2.1% | +6.0% | -0.3% |
| 1Y | +5.1% | -3.7% | +8.8% | +1.1% |
| 3Y | +77.9% | -23.0% | +100.9% | +76.0% |
| 5Y | +62.4% | -23.4% | +85.8% | +60.1% |
| 10Y | +399.4% | +30.5% | +368.9% | +328.1% |
| All | +1,187.3% | +563.0% | +624.2% | +609.6% |
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