-21.9%
AKAM vs OUST
+692.9%
-714.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +0.9% | +14.0% | -13.1% | -0.6% |
| 30D | -14.7% | +2.5% | -17.3% | -15.3% |
| 3M | -25.7% | -15.3% | -10.4% | -25.0% |
| 6M | -43.4% | +42.6% | -86.0% | -45.9% |
| YTD | -0.7% | +76.6% | -77.3% | -7.0% |
| 1Y | -4.3% | +54.1% | -58.4% | -9.9% |
| All | -21.9% | +692.9% | -714.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 3y: compounded portfolio wealth divided by compounded OUST 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…
3y analysis · Full analysis span regression · 6 months rolling