+291.6%
C vs AKAM
+99.1%
+192.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +1.3% | -4.5% | +5.7% | +2.0% |
| 3M | +3.1% | -25.6% | +28.7% | +8.6% |
| 6M | +29.6% | +5.7% | +23.9% | +23.9% |
| YTD | +19.0% | +21.0% | -2.1% | +8.6% |
| 1Y | +45.6% | +33.9% | +11.8% | +28.8% |
| 3Y | +269.3% | +0.9% | +268.4% | +242.2% |
| 5Y | +131.6% | -6.9% | +138.4% | +114.8% |
| All | +291.6% | +99.1% | +192.5% | +181.7% |
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