+40.1%
AKAM vs WOLF
+44.0%
-3.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.5% |
| 7D | +1.5% | -8.6% | +10.1% | +2.1% |
| 30D | -13.0% | -18.3% | +5.2% | -11.8% |
| 3M | -19.4% | -43.1% | +23.7% | -17.3% |
| 6M | +0.3% | +42.4% | -42.1% | +0.3% |
| YTD | +22.4% | +48.9% | -26.5% | +22.3% |
| All | +40.1% | +44.0% | -3.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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