+208.8%
C vs AKAM
+25.2%
+183.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | -0.6% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -5.2% | -21.7% | +16.6% | -0.9% |
| 3M | -9.1% | -28.8% | +19.8% | -3.5% |
| 6M | -1.6% | -43.3% | +41.7% | +8.5% |
| YTD | +6.9% | -4.1% | +11.0% | +1.4% |
| 1Y | +23.0% | -3.9% | +26.9% | +16.4% |
| 3Y | +216.1% | -24.4% | +240.6% | +209.1% |
| 5Y | +112.2% | -23.8% | +136.0% | +103.0% |
| 10Y | +208.8% | +26.4% | +182.4% | +149.7% |
| All | +208.8% | +25.2% | +183.6% | +149.7% |
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