-4.5%
AKAM vs CBOE
+136.7%
-141.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +1.5% | -5.8% | +7.3% | +2.2% |
| 30D | -13.0% | -3.1% | -9.9% | -12.7% |
| 3M | -19.4% | -4.8% | -14.6% | -19.4% |
| 6M | +0.3% | -0.6% | +0.9% | +0.1% |
| YTD | +22.4% | +12.8% | +9.6% | +19.7% |
| 1Y | +34.8% | +19.8% | +15.1% | +30.8% |
| 3Y | +1.9% | +86.9% | -85.0% | -13.2% |
| All | -4.5% | +136.7% | -141.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling