+36.3%
AKAM vs OSCR
+75.7%
-39.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | +5.8% | -7.9% | -2.3% |
| 30D | -13.9% | +7.1% | -21.1% | -14.2% |
| 3M | -33.8% | +36.7% | -70.5% | -34.8% |
| 6M | +2.2% | +114.3% | -112.1% | -4.0% |
| YTD | +20.6% | +124.4% | -103.8% | +12.7% |
| 1Y | +36.3% | +75.5% | -39.1% | +29.9% |
| All | +36.3% | +75.7% | -39.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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