-4.3%
AKAM vs OMC
+31.0%
-35.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.6% |
| 7D | +0.6% | -6.2% | +6.8% | +2.2% |
| 30D | -8.2% | -7.6% | -0.6% | -6.5% |
| 3M | -17.6% | +7.4% | -25.0% | -20.0% |
| 6M | +2.5% | +0.1% | +2.4% | +1.4% |
| YTD | +22.8% | +0.4% | +22.4% | +20.4% |
| 1Y | +39.6% | +7.8% | +31.8% | +32.9% |
| 3Y | +2.3% | +11.8% | -9.5% | -4.9% |
| 5Y | -4.3% | +32.5% | -36.7% | -19.5% |
| All | -4.3% | +31.0% | -35.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling