+112.9%
AKAM vs IR
+288.5%
-175.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -13.9% | -15.1% | +1.2% | -10.3% |
| 3M | -33.8% | +6.1% | -39.9% | -35.0% |
| 6M | +2.2% | -16.8% | +19.0% | +6.3% |
| YTD | +20.6% | -3.5% | +24.1% | +20.1% |
| 1Y | +36.3% | -3.5% | +39.8% | +35.5% |
| 3Y | -0.1% | +9.5% | -9.6% | -4.0% |
| 5Y | -7.5% | +45.1% | -52.6% | -17.5% |
| All | +112.9% | +288.5% | -175.7% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling