+30.8%
AKAM vs MAGS
+186.6%
-155.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -4.5% | -0.1% | -4.4% | -4.4% |
| 3M | -25.6% | +3.8% | -29.4% | -26.9% |
| 6M | +5.7% | +13.2% | -7.5% | +0.2% |
| YTD | +21.0% | +4.7% | +16.3% | +18.4% |
| 1Y | +33.9% | +14.4% | +19.5% | +25.5% |
| 3Y | +0.9% | +128.6% | -127.7% | -30.3% |
| All | +30.8% | +186.6% | -155.8% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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