+83.7%
AKAM vs USFR
+28.6%
+55.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -6.9% | +0.4% | -7.2% | -7.1% |
| 3M | -31.8% | +1.1% | -32.9% | -32.3% |
| 6M | -47.0% | +2.0% | -49.0% | -47.7% |
| YTD | -2.1% | +3.5% | -5.6% | -4.1% |
| 1Y | -3.7% | +4.1% | -7.8% | -6.0% |
| 3Y | -23.0% | +14.4% | -37.4% | -28.9% |
| 5Y | -23.4% | +21.4% | -44.8% | -31.8% |
| 10Y | +30.5% | +28.6% | +1.9% | +12.0% |
| All | +83.7% | +28.6% | +55.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling