-4.3%
AKAM vs MET
+1,300.1%
-1,304.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -2.1% | +1.2% | -3.2% | -2.6% |
| 30D | -13.9% | +1.4% | -15.4% | -14.5% |
| 3M | -33.8% | +17.7% | -51.5% | -38.2% |
| 6M | +2.2% | +35.0% | -32.8% | -9.7% |
| YTD | +20.6% | +26.3% | -5.7% | +8.7% |
| 1Y | +36.3% | +22.8% | +13.5% | +23.9% |
| 3Y | -0.1% | +65.9% | -66.1% | -19.9% |
| 5Y | -7.5% | +85.4% | -92.9% | -30.5% |
| 10Y | +90.2% | +253.7% | -163.5% | -0.5% |
| All | -4.3% | +1,300.1% | -1,304.5% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling