+65.5%
VZ vs AKAM
+23.5%
+42.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.0% |
| 7D | +2.2% | -7.4% | +9.6% | +2.7% |
| 30D | +10.6% | -24.9% | +35.5% | +12.5% |
| 3M | -0.6% | -27.4% | +26.8% | +1.1% |
| 6M | +0.7% | -45.6% | +46.4% | +4.7% |
| YTD | +20.6% | -8.0% | +28.6% | +17.2% |
| 1Y | +22.7% | -4.1% | +26.8% | +18.6% |
| 3Y | +57.2% | -26.9% | +84.1% | +54.7% |
| 5Y | +21.4% | -26.6% | +47.9% | +18.0% |
| 10Y | +65.5% | +20.7% | +44.8% | +46.9% |
| All | +65.5% | +23.5% | +42.0% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling