-21.3%
AKAM vs COMP
-10.9%
-10.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | -6.9% | +16.6% | -23.4% | -8.7% |
| 3M | -31.8% | -23.5% | -8.3% | -30.0% |
| 6M | -47.0% | +25.7% | -72.7% | -49.0% |
| YTD | -2.1% | -3.4% | +1.3% | -4.1% |
| 1Y | -3.7% | +7.6% | -11.3% | -7.0% |
| 3Y | -23.0% | +423.6% | -446.6% | -39.5% |
| All | -21.3% | -10.9% | -10.4% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling