+172.5%
AKAM vs FIVE
+822.5%
-649.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | -10.4% | -0.3% | -10.1% | -10.3% |
| 30D | -20.6% | +17.7% | -38.2% | -22.9% |
| 3M | -29.9% | +4.0% | -33.9% | -30.7% |
| 6M | -31.9% | +2.6% | -34.5% | -32.8% |
| YTD | -4.8% | +27.6% | -32.3% | -10.0% |
| 1Y | +13.8% | +59.9% | -46.1% | +3.1% |
| 3Y | -23.4% | +35.8% | -59.1% | -32.0% |
| 5Y | -22.6% | +14.4% | -37.0% | -31.1% |
| 10Y | +26.3% | +576.1% | -549.9% | -27.2% |
| All | +172.5% | +822.5% | -649.9% | +25.4% |
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