-23.4%
AKAM vs COMP
+353.8%
-377.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.7% | -4.0% | +5.4% |
| 7D | -10.4% | +13.4% | -23.8% | -11.8% |
| 30D | -20.6% | +11.1% | -31.7% | -21.7% |
| 3M | -29.9% | -18.8% | -11.1% | -28.4% |
| 6M | -31.9% | +10.5% | -42.4% | -33.6% |
| YTD | -4.8% | -3.4% | -1.4% | -7.1% |
| 1Y | +13.8% | +19.7% | -5.9% | +7.6% |
| 3Y | -23.4% | +381.6% | -405.0% | -33.8% |
| All | -23.4% | +353.8% | -377.2% | -33.8% |
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