-20.7%
AKAM vs FROG
+192.7%
-213.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +2.1% |
| 7D | +0.9% | +26.8% | -26.0% | -6.0% |
| 30D | -14.7% | +10.6% | -25.3% | -17.9% |
| 3M | -25.7% | +27.2% | -52.9% | -31.3% |
| 6M | -43.4% | +58.7% | -102.0% | -51.1% |
| YTD | -0.7% | +75.3% | -76.0% | -17.7% |
| 1Y | -4.3% | +71.1% | -75.4% | -20.5% |
| 3Y | -21.7% | +319.6% | -341.3% | -47.6% |
| 5Y | -20.7% | +195.7% | -216.4% | -47.3% |
| All | -20.7% | +192.7% | -213.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling