-21.9%
AKAM vs COMP
+426.2%
-448.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.2% |
| 7D | +0.9% | +2.2% | -1.3% | +0.5% |
| 30D | -14.7% | +16.3% | -31.1% | -16.5% |
| 3M | -25.7% | -19.1% | -6.6% | -24.2% |
| 6M | -43.4% | +17.1% | -60.5% | -45.2% |
| YTD | -0.7% | -2.9% | +2.3% | -3.3% |
| 1Y | -4.3% | +8.8% | -13.1% | -8.5% |
| All | -21.9% | +426.2% | -448.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling