+163.3%
AKAM vs FIVE
+874.1%
-710.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.6% | -9.0% | -4.4% |
| 7D | -7.4% | +6.2% | -13.6% | -8.4% |
| 30D | -24.9% | +18.2% | -43.1% | -27.2% |
| 3M | -27.4% | +3.8% | -31.2% | -28.1% |
| 6M | -45.6% | +13.7% | -59.4% | -47.4% |
| YTD | -8.0% | +34.7% | -42.7% | -13.9% |
| 1Y | -4.1% | +66.6% | -70.8% | -13.8% |
| 3Y | -26.9% | +44.3% | -71.1% | -35.8% |
| 5Y | -26.6% | +18.8% | -45.3% | -35.1% |
| 10Y | +20.7% | +569.2% | -548.5% | -30.1% |
| All | +163.3% | +874.1% | -710.8% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling