+14.8%
AKAM vs Q
+80.0%
-65.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.9% |
| 7D | +0.9% | +6.6% | -5.7% | -0.9% |
| 30D | -14.7% | +2.7% | -17.5% | -15.6% |
| 3M | -25.7% | -8.4% | -17.3% | -24.6% |
| 6M | -43.4% | -17.3% | -26.0% | -42.2% |
| YTD | -0.7% | +55.3% | -55.9% | -9.3% |
| 1Y | -4.3% | +31.5% | -35.8% | -11.0% |
| All | +14.8% | +80.0% | -65.2% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling