+32.3%
AKAM vs M
-8.5%
+40.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +11.2% | +0.6% | +10.6% | +11.0% |
| 30D | -13.4% | +7.0% | -20.4% | -14.1% |
| 3M | -29.5% | +3.1% | -32.6% | -29.9% |
| 6M | -42.1% | +33.5% | -75.6% | -44.2% |
| YTD | -0.8% | +13.4% | -14.2% | -3.0% |
| 1Y | -3.9% | +22.4% | -26.4% | -7.0% |
| 3Y | -21.9% | +150.9% | -172.7% | -30.8% |
| 5Y | -22.4% | -3.0% | -19.3% | -27.3% |
| All | +32.3% | -8.5% | +40.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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