+211.9%
B vs AKAM
+108.8%
+103.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.6% |
| 7D | +1.0% | +5.4% | -4.3% | +0.5% |
| 30D | +9.5% | -5.9% | +15.4% | +10.1% |
| 3M | +14.3% | -19.6% | +34.0% | +16.9% |
| 6M | -1.9% | +8.5% | -10.3% | -3.4% |
| YTD | +4.1% | +26.9% | -22.9% | +0.2% |
| 1Y | +56.1% | +41.7% | +14.4% | +47.9% |
| 3Y | +202.0% | +5.8% | +196.2% | +192.6% |
| 5Y | +158.8% | -2.3% | +161.1% | +149.6% |
| 10Y | +211.9% | +111.0% | +100.9% | +180.0% |
| All | +211.9% | +108.8% | +103.1% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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