+216.9%
B vs AKAM
+31.6%
+185.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +11.2% | -17.4% | -7.4% |
| 30D | -6.6% | -13.4% | +6.8% | -5.3% |
| 3M | -7.9% | -29.5% | +21.6% | -4.5% |
| 6M | -16.8% | -42.1% | +25.3% | -11.9% |
| YTD | -11.7% | -0.8% | -10.9% | -13.0% |
| 1Y | +3.5% | -3.9% | +7.4% | +2.3% |
| 3Y | +165.7% | -21.9% | +187.6% | +165.6% |
| 5Y | +108.4% | -22.4% | +130.8% | +105.6% |
| All | +216.9% | +31.6% | +185.3% | +205.3% |
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