+1.1%
AKAM vs FIVE
+56.0%
-54.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.0% |
| 7D | -2.1% | +4.3% | -6.4% | -2.7% |
| 30D | -13.9% | +12.5% | -26.5% | -15.8% |
| 3M | -33.8% | +31.2% | -65.1% | -36.9% |
| 6M | +2.2% | +14.4% | -12.2% | -0.7% |
| YTD | +20.6% | +33.9% | -13.3% | +14.1% |
| 1Y | +36.3% | +65.1% | -28.7% | +24.4% |
| All | +1.1% | +56.0% | -54.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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