+124.1%
AKAM vs IR
+274.4%
-150.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.4% |
| 7D | +5.4% | -1.9% | +7.3% | +5.8% |
| 30D | -5.9% | -15.0% | +9.2% | -2.0% |
| 3M | -19.6% | -0.4% | -19.2% | -19.9% |
| 6M | +8.5% | -15.0% | +23.5% | +12.1% |
| YTD | +26.9% | -7.1% | +34.0% | +27.6% |
| 1Y | +41.7% | -7.5% | +49.2% | +42.4% |
| 3Y | +5.8% | +6.3% | -0.5% | +2.4% |
| 5Y | -2.3% | +37.3% | -39.7% | -11.8% |
| All | +124.1% | +274.4% | -150.3% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling