-4.3%
AKAM vs IR
+35.0%
-39.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | -8.2% | -14.0% | +5.8% | -3.3% |
| 3M | -17.6% | +3.7% | -21.3% | -19.3% |
| 6M | +2.5% | -15.4% | +17.9% | +7.6% |
| YTD | +22.8% | -7.7% | +30.5% | +23.4% |
| 1Y | +39.6% | -8.8% | +48.4% | +40.5% |
| 3Y | +2.3% | +5.6% | -3.2% | -4.3% |
| 5Y | -4.3% | +34.3% | -38.6% | -22.3% |
| All | -4.3% | +35.0% | -39.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling