+0.1%
AKAM vs FROG
+24.4%
-24.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.0% |
| 30D | -8.2% | +3.0% | -11.1% | -8.9% |
| 3M | -17.6% | +10.3% | -27.9% | -20.1% |
| 6M | +2.5% | +116.7% | -114.2% | -13.5% |
| YTD | +22.8% | +41.9% | -19.1% | +10.9% |
| 1Y | +39.6% | +78.5% | -38.9% | +20.6% |
| 3Y | +2.3% | +224.1% | -221.8% | -22.0% |
| 5Y | -4.3% | +142.4% | -146.7% | -28.0% |
| All | +0.1% | +24.4% | -24.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FROG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling