-27.3%
AKAM vs OMC
+254.3%
-281.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.4% |
| 7D | -0.8% | -5.8% | +5.0% | +2.5% |
| 30D | -4.5% | -4.8% | +0.4% | -2.1% |
| 3M | -25.6% | +9.2% | -34.8% | -30.5% |
| 6M | +5.7% | -2.5% | +8.2% | +4.8% |
| YTD | +21.0% | +2.6% | +18.5% | +13.9% |
| 1Y | +33.9% | +5.9% | +27.9% | +22.2% |
| 3Y | +0.9% | +14.2% | -13.3% | -14.6% |
| 5Y | -6.9% | +33.2% | -40.1% | -32.4% |
| 10Y | +97.4% | +33.4% | +64.0% | +23.1% |
| All | -27.3% | +254.3% | -281.6% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling