+156.6%
AKAM vs CG
+282.0%
-125.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.5% |
| 30D | -6.9% | +11.2% | -18.1% | -10.0% |
| 3M | -31.8% | -22.1% | -9.7% | -26.9% |
| 6M | -47.0% | -17.9% | -29.1% | -44.2% |
| YTD | -2.1% | -31.3% | +29.2% | +7.8% |
| 1Y | -3.7% | -24.0% | +20.3% | +2.8% |
| 3Y | -23.0% | +45.0% | -68.0% | -33.6% |
| 5Y | -23.4% | -22.6% | -0.8% | -24.3% |
| 10Y | +30.5% | +282.1% | -251.6% | -26.7% |
| All | +156.6% | +282.0% | -125.4% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling