+41.9%
AKAM vs Q
+75.4%
-33.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +0.6% | +4.1% | -3.5% | -0.2% |
| 30D | -8.2% | -10.7% | +2.6% | -5.9% |
| 3M | -17.6% | -11.7% | -5.9% | -16.5% |
| 6M | +2.5% | +8.3% | -5.8% | +0.3% |
| YTD | +22.8% | +51.3% | -28.5% | +13.1% |
| All | +41.9% | +75.4% | -33.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling