-15.7%
AKAM vs COMP
-51.7%
+36.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.2% |
| 7D | +0.9% | +2.2% | -1.3% | +0.6% |
| 30D | -14.7% | +16.3% | -31.1% | -16.3% |
| 3M | -25.7% | -19.1% | -6.6% | -24.2% |
| 6M | -43.4% | +17.1% | -60.5% | -45.0% |
| YTD | -0.7% | -2.9% | +2.3% | -2.7% |
| 1Y | -4.3% | +8.8% | -13.1% | -7.6% |
| 3Y | -21.7% | +423.5% | -445.2% | -37.6% |
| 5Y | -20.7% | -10.5% | -10.2% | -32.0% |
| All | -15.7% | -51.7% | +36.0% | -27.3% |
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