+203.1%
B vs AKAM
+1.2%
+201.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +9.4% | -13.9% | +23.4% | +11.1% |
| 3M | +5.0% | -33.8% | +38.8% | +9.8% |
| 6M | -3.5% | +2.2% | -5.7% | -3.6% |
| YTD | +4.5% | +20.6% | -16.1% | +1.9% |
| 1Y | +67.8% | +36.3% | +31.5% | +60.6% |
| All | +203.1% | +1.2% | +201.9% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling