+188.8%
VZ vs AKAM
-24.5%
+213.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -1.4% |
| 7D | +2.1% | -10.4% | +12.5% | +2.9% |
| 30D | +1.4% | -20.6% | +21.9% | +2.8% |
| 3M | -1.3% | -29.9% | +28.7% | +0.8% |
| 6M | -0.5% | -31.9% | +31.4% | +1.2% |
| YTD | +19.6% | -4.8% | +24.4% | +17.9% |
| 1Y | +22.4% | +13.8% | +8.6% | +18.9% |
| 3Y | +55.9% | -23.4% | +79.3% | +54.6% |
| 5Y | +20.4% | -22.6% | +43.0% | +18.8% |
| 10Y | +66.9% | +26.3% | +40.6% | +56.6% |
| All | +188.8% | -24.5% | +213.2% | +101.6% |
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