+19.4%
AKAM vs OSCR
+104.5%
-85.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.6% | -9.3% | -0.7% |
| 7D | -12.4% | +15.5% | -27.9% | -12.5% |
| 30D | -20.4% | +8.5% | -29.0% | -20.5% |
| 3M | -30.3% | +15.8% | -46.2% | -30.4% |
| 6M | -18.8% | +89.5% | -108.3% | -20.2% |
| YTD | -1.5% | +144.9% | -146.4% | -5.1% |
| 1Y | +19.4% | +105.1% | -85.7% | +15.5% |
| All | +19.4% | +104.5% | -85.1% | +15.5% |
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