-6.9%
AKAM vs FIVE
+38.7%
-45.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.5% |
| 30D | -4.5% | +4.0% | -8.4% | -5.3% |
| 3M | -25.6% | +36.2% | -61.8% | -30.0% |
| 6M | +5.7% | +18.0% | -12.3% | +1.7% |
| YTD | +21.0% | +34.9% | -13.8% | +13.4% |
| 1Y | +33.9% | +67.9% | -34.0% | +20.0% |
| 3Y | +0.9% | +57.3% | -56.4% | -13.2% |
| 5Y | -6.9% | +39.5% | -46.4% | -21.6% |
| All | -6.9% | +38.7% | -45.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling