+226.1%
B vs AKAM
-23.9%
+250.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.3% | -10.4% | -6.3% |
| 7D | +7.1% | -3.3% | +10.4% | +7.2% |
| 30D | -3.3% | -21.7% | +18.4% | -2.6% |
| 3M | -2.5% | -28.8% | +26.3% | -1.5% |
| 6M | -7.2% | -43.3% | +36.1% | -5.5% |
| YTD | -7.4% | -4.1% | -3.3% | -7.6% |
| 1Y | +16.4% | -3.9% | +20.4% | +16.1% |
| 3Y | +178.7% | -24.4% | +203.1% | +179.0% |
| 5Y | +121.7% | -23.8% | +145.4% | +121.5% |
| 10Y | +208.6% | +26.4% | +182.2% | +202.7% |
| All | +226.1% | -23.9% | +250.0% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling