+2.3%
AKAM vs COMP
-47.7%
+50.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -13.9% | -13.3% | -0.6% | -12.7% |
| 3M | -33.8% | +41.1% | -74.9% | -36.7% |
| 6M | +2.2% | +17.2% | -15.0% | -1.1% |
| YTD | +20.6% | +5.2% | +15.4% | +17.5% |
| 1Y | +36.3% | +18.9% | +17.4% | +30.3% |
| 3Y | -0.1% | +215.9% | -216.0% | -16.2% |
| 5Y | -7.5% | -31.2% | +23.6% | -21.5% |
| All | +2.3% | -47.7% | +50.0% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling