+36.3%
AKAM vs CG
-24.3%
+60.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -2.1% | -4.3% | +2.2% | -0.9% |
| 30D | -13.9% | -5.1% | -8.9% | -12.7% |
| 3M | -33.8% | +8.7% | -42.5% | -35.4% |
| 6M | +2.2% | -9.2% | +11.4% | +4.6% |
| YTD | +20.6% | -18.9% | +39.5% | +27.5% |
| 1Y | +36.3% | -25.6% | +61.9% | +45.5% |
| All | +36.3% | -24.3% | +60.6% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling