+0.8%
AKAM vs CG
+54.3%
-53.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -4.5% | -3.2% | -1.3% | -3.6% |
| 3M | -25.6% | +6.2% | -31.8% | -27.2% |
| 6M | +5.7% | -4.7% | +10.4% | +6.9% |
| YTD | +21.0% | -20.6% | +41.7% | +28.8% |
| 1Y | +33.9% | -26.4% | +60.3% | +45.2% |
| All | +0.8% | +54.3% | -53.5% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling