+212.0%
VZ vs AKAM
-4.3%
+216.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | +7.9% | -13.9% | +21.8% | +9.0% |
| 3M | +13.6% | -33.8% | +47.5% | +16.8% |
| 6M | +1.1% | +2.2% | -1.1% | -0.1% |
| YTD | +29.3% | +20.6% | +8.7% | +25.8% |
| 1Y | +21.2% | +36.3% | -15.1% | +16.7% |
| 3Y | +75.9% | -0.1% | +76.0% | +71.9% |
| 5Y | +24.1% | -7.5% | +31.6% | +21.4% |
| 10Y | +62.4% | +90.2% | -27.8% | +48.4% |
| All | +212.0% | -4.3% | +216.4% | +115.0% |
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 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