+61.1%
VZ vs AKAM
+95.9%
-34.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +7.1% | -4.5% | +11.6% | +7.4% |
| 3M | +12.8% | -25.6% | +38.4% | +15.3% |
| 6M | +1.8% | +5.7% | -3.9% | -0.4% |
| YTD | +30.0% | +21.0% | +8.9% | +24.7% |
| 1Y | +24.3% | +33.9% | -9.6% | +17.6% |
| 3Y | +84.3% | +0.9% | +83.4% | +77.7% |
| 5Y | +25.9% | -6.9% | +32.8% | +21.4% |
| 10Y | +61.1% | +97.4% | -36.3% | +38.0% |
| All | +61.1% | +95.9% | -34.9% | +38.0% |
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