+126.3%
AKAM vs USFR
+27.5%
+98.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -13.9% | +0.3% | -14.2% | -14.1% |
| 3M | -33.8% | +1.0% | -34.8% | -34.2% |
| 6M | +2.2% | +1.9% | +0.2% | +1.0% |
| YTD | +20.6% | +2.6% | +18.0% | +18.8% |
| 1Y | +36.3% | +4.0% | +32.3% | +33.2% |
| 3Y | -0.1% | +14.1% | -14.2% | -7.6% |
| 5Y | -7.5% | +20.4% | -28.0% | -17.3% |
| 10Y | +90.2% | +28.0% | +62.2% | +63.8% |
| All | +126.3% | +27.5% | +98.8% | +94.5% |
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