+145.9%
AKAM vs CBOE
+1,020.3%
-874.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -5.9% | +2.7% | -8.6% | -6.5% |
| 3M | -19.6% | +0.7% | -20.4% | -20.3% |
| 6M | +8.5% | -2.0% | +10.4% | +7.8% |
| YTD | +26.9% | +17.1% | +9.8% | +21.0% |
| 1Y | +41.7% | +26.5% | +15.2% | +32.7% |
| 3Y | +5.8% | +96.1% | -90.3% | -12.5% |
| 5Y | -2.3% | +149.3% | -151.6% | -24.7% |
| 10Y | +111.0% | +386.5% | -275.5% | +28.8% |
| All | +145.9% | +1,020.3% | -874.4% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling