+620.7%
AKAM vs CF
+5,948.3%
-5,327.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | -2.1% | +6.0% | -8.1% | -3.7% |
| 30D | -13.9% | +14.8% | -28.8% | -17.3% |
| 3M | -33.8% | +14.1% | -47.9% | -36.4% |
| 6M | +2.2% | +28.5% | -26.4% | -7.0% |
| YTD | +20.6% | +74.9% | -54.3% | +0.1% |
| 1Y | +36.3% | +61.7% | -25.4% | +15.3% |
| 3Y | -0.1% | +80.3% | -80.4% | -20.1% |
| 5Y | -7.5% | +226.0% | -233.5% | -42.0% |
| 10Y | +90.2% | +569.9% | -479.7% | -18.1% |
| All | +620.7% | +5,948.3% | -5,327.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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