+214.8%
B vs AKAM
+29.8%
+185.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -7.3% | +2.8% | -10.1% | -7.7% |
| 30D | -3.3% | -6.9% | +3.5% | -2.8% |
| 3M | -7.8% | -31.8% | +24.1% | -4.0% |
| 6M | -15.5% | -47.0% | +31.5% | -9.6% |
| YTD | -12.3% | -2.1% | -10.1% | -13.4% |
| 1Y | +5.4% | -3.7% | +9.1% | +4.1% |
| 3Y | +165.5% | -23.0% | +188.6% | +165.9% |
| 5Y | +107.0% | -23.4% | +130.4% | +104.6% |
| All | +214.8% | +29.8% | +185.0% | +203.7% |
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