+2.3%
AKAM vs MET
+66.1%
-63.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -17.6% | +13.1% | -30.6% | -21.5% |
| 6M | +2.5% | +39.0% | -36.5% | -10.5% |
| YTD | +22.8% | +25.2% | -2.4% | +11.1% |
| 1Y | +39.6% | +25.6% | +13.9% | +25.6% |
| All | +2.3% | +66.1% | -63.9% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling