-21.3%
AKAM vs OUST
-53.0%
+31.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.5% | +7.2% | -0.6% |
| 7D | +2.8% | -3.8% | +6.6% | +3.0% |
| 30D | -6.9% | +5.1% | -11.9% | -7.6% |
| 3M | -31.8% | -25.8% | -6.0% | -30.4% |
| 6M | -47.0% | -2.0% | -45.0% | -47.8% |
| YTD | -2.1% | +54.7% | -56.8% | -7.4% |
| 1Y | -3.7% | +48.8% | -52.5% | -8.8% |
| 3Y | -23.0% | +607.8% | -630.9% | -38.1% |
| All | -21.3% | -53.0% | +31.8% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling