+19.4%
AKAM vs COMP
+23.8%
-4.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.3% |
| 7D | -12.4% | +9.5% | -21.9% | -13.1% |
| 30D | -20.4% | +8.1% | -28.5% | -21.0% |
| 3M | -30.3% | -16.3% | -14.0% | -29.7% |
| 6M | -18.8% | +42.2% | -61.0% | -22.4% |
| YTD | -1.5% | -5.0% | +3.5% | -7.8% |
| 1Y | +19.4% | +20.1% | -0.7% | +7.4% |
| All | +19.4% | +23.8% | -4.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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