+245.1%
AKAM vs FIVE
+868.1%
-623.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.1% |
| 7D | -2.1% | +4.3% | -6.4% | -2.9% |
| 30D | -13.9% | +12.5% | -26.5% | -16.1% |
| 3M | -33.8% | +31.2% | -65.1% | -37.3% |
| 6M | +2.2% | +14.4% | -12.2% | -1.1% |
| YTD | +20.6% | +33.9% | -13.3% | +13.1% |
| 1Y | +36.3% | +65.1% | -28.7% | +22.6% |
| 3Y | -0.1% | +49.0% | -49.1% | -12.9% |
| 5Y | -7.5% | +30.3% | -37.8% | -19.7% |
| 10Y | +90.2% | +481.1% | -390.9% | +13.6% |
| All | +245.1% | +868.1% | -623.0% | +57.6% |
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 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