+0.9%
AKAM vs FROG
+202.6%
-201.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.8% | -5.5% | +4.7% | +0.7% |
| 30D | -4.5% | -3.1% | -1.3% | -3.9% |
| 3M | -25.6% | +1.2% | -26.8% | -26.8% |
| 6M | +5.7% | +113.7% | -107.9% | -14.8% |
| YTD | +21.0% | +38.9% | -17.8% | +6.3% |
| 1Y | +33.9% | +72.0% | -38.1% | +11.4% |
| 3Y | +0.9% | +217.1% | -216.2% | -24.3% |
| All | +0.9% | +202.6% | -201.7% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling