+207.0%
C vs AKAM
+29.8%
+177.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +4.2% | +2.8% | +1.4% | +3.6% |
| 30D | +2.0% | -6.9% | +8.9% | +3.1% |
| 3M | -10.1% | -31.8% | +21.7% | -3.8% |
| 6M | +1.0% | -47.0% | +48.0% | +13.0% |
| YTD | +8.5% | -2.1% | +10.6% | +2.4% |
| 1Y | +25.7% | -3.7% | +29.4% | +19.2% |
| 3Y | +216.0% | -23.0% | +239.0% | +207.9% |
| 5Y | +112.3% | -23.4% | +135.7% | +103.1% |
| All | +207.0% | +29.8% | +177.2% | +147.4% |
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