+153.8%
B vs AKAM
-6.8%
+160.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +1.4% | -4.5% | +5.8% | +1.8% |
| 3M | +12.2% | -25.6% | +37.7% | +16.3% |
| 6M | -2.1% | +5.7% | -7.8% | -3.5% |
| YTD | +2.9% | +21.0% | -18.1% | -1.1% |
| 1Y | +55.3% | +33.9% | +21.4% | +46.4% |
| 3Y | +198.7% | +0.9% | +197.8% | +190.1% |
| 5Y | +153.8% | -6.9% | +160.6% | +130.7% |
| All | +153.8% | -6.8% | +160.6% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling