+2.3%
AKAM vs CBOE
+93.5%
-91.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.3% |
| 7D | +0.6% | -3.7% | +4.3% | +0.6% |
| 30D | -8.2% | +2.0% | -10.1% | -8.1% |
| 3M | -17.6% | -4.2% | -13.3% | -18.1% |
| 6M | +2.5% | +1.2% | +1.3% | +3.5% |
| YTD | +22.8% | +15.4% | +7.4% | +24.6% |
| 1Y | +39.6% | +23.5% | +16.1% | +42.4% |
| All | +2.3% | +93.5% | -91.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling