+101.8%
AKAM vs CG
+321.9%
-220.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.6% |
| 7D | +0.6% | -9.8% | +10.4% | +3.3% |
| 30D | -8.2% | -10.3% | +2.1% | -5.6% |
| 3M | -17.6% | -1.7% | -15.9% | -17.5% |
| 6M | +2.5% | -9.8% | +12.3% | +4.9% |
| YTD | +22.8% | -25.6% | +48.4% | +31.6% |
| 1Y | +39.6% | -32.5% | +72.1% | +52.9% |
| 3Y | +2.3% | +45.6% | -43.3% | -10.2% |
| 5Y | -4.3% | +3.7% | -7.9% | -12.2% |
| All | +101.8% | +321.9% | -220.1% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling