+2.7%
AKAM vs COMP
-49.4%
+52.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | -0.8% | +4.1% | -4.9% | -1.2% |
| 30D | -4.5% | -14.5% | +10.1% | -2.9% |
| 3M | -25.6% | +41.8% | -67.4% | -28.9% |
| 6M | +5.7% | +23.6% | -17.8% | +1.8% |
| YTD | +21.0% | +1.7% | +19.3% | +18.3% |
| 1Y | +33.9% | +12.6% | +21.3% | +28.8% |
| 3Y | +0.9% | +221.9% | -221.0% | -15.5% |
| 5Y | -6.9% | -28.1% | +21.3% | -20.5% |
| All | +2.7% | -49.4% | +52.1% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling