-23.7%
AKAM vs MTCH
+675.2%
-698.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.6% |
| 7D | +5.4% | -2.4% | +7.8% | +6.4% |
| 30D | -5.9% | +12.8% | -18.7% | -10.6% |
| 3M | -19.6% | +20.0% | -39.6% | -26.1% |
| 6M | +8.5% | +34.7% | -26.3% | -4.7% |
| YTD | +26.9% | +30.6% | -3.6% | +12.1% |
| 1Y | +41.7% | +10.9% | +30.8% | +33.1% |
| 3Y | +5.8% | -2.0% | +7.8% | -1.0% |
| 5Y | -2.3% | -72.6% | +70.3% | +39.8% |
| 10Y | +111.0% | +197.9% | -86.9% | -33.2% |
| All | -23.7% | +675.2% | -698.9% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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