+19.4%
AKAM vs MTUM
+9.7%
+9.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.8% |
| 7D | -12.4% | -10.1% | -2.3% | -4.9% |
| 30D | -20.4% | -15.6% | -4.9% | -9.4% |
| 3M | -30.3% | -12.7% | -17.6% | -22.3% |
| 6M | -18.8% | -3.7% | -15.0% | -15.5% |
| YTD | -1.5% | +9.4% | -11.0% | -2.7% |
| 1Y | +19.4% | +10.2% | +9.2% | +17.3% |
| All | +19.4% | +9.7% | +9.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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