+270.6%
C vs AKAM
+1.1%
+269.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.6% | -2.1% | +5.7% | +3.9% |
| 30D | +0.1% | -13.9% | +14.0% | +1.7% |
| 3M | +2.4% | -33.8% | +36.2% | +7.3% |
| 6M | +24.9% | +2.2% | +22.8% | +21.8% |
| YTD | +19.8% | +20.6% | -0.8% | +11.4% |
| 1Y | +44.9% | +36.3% | +8.6% | +30.0% |
| All | +270.6% | +1.1% | +269.6% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling