+101.1%
AKAM vs OMC
+34.2%
+66.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +1.5% | -4.4% | +5.9% | +2.5% |
| 30D | -13.0% | -7.6% | -5.4% | -11.5% |
| 3M | -19.4% | +4.5% | -23.9% | -21.0% |
| 6M | +0.3% | -0.3% | +0.6% | -0.6% |
| YTD | +22.4% | -0.1% | +22.5% | +20.3% |
| 1Y | +34.8% | +4.6% | +30.2% | +30.3% |
| 3Y | +1.9% | +10.5% | -8.5% | -3.7% |
| 5Y | -4.6% | +31.7% | -36.3% | -15.3% |
| All | +101.1% | +34.2% | +66.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling