+19.4%
AKAM vs MET
+35.0%
-15.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.5% |
| 7D | -12.4% | +3.9% | -16.3% | -12.1% |
| 30D | -20.4% | +6.8% | -27.3% | -19.9% |
| 3M | -30.3% | +7.7% | -38.0% | -29.7% |
| 6M | -18.8% | +32.9% | -51.7% | -16.7% |
| YTD | -1.5% | +33.9% | -35.4% | -0.8% |
| 1Y | +19.4% | +33.0% | -13.6% | +20.5% |
| All | +19.4% | +35.0% | -15.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling