+105.9%
C vs AKAM
-22.7%
+128.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.6% |
| 7D | -2.4% | -10.4% | +8.0% | -0.7% |
| 30D | -6.0% | -20.6% | +14.6% | -2.7% |
| 3M | -10.5% | -29.9% | +19.4% | -5.8% |
| 6M | -5.7% | -31.9% | +26.2% | -1.5% |
| YTD | +4.1% | -4.8% | +8.9% | -1.6% |
| 1Y | +20.5% | +13.8% | +6.7% | +7.7% |
| 3Y | +208.1% | -23.4% | +231.5% | +197.2% |
| All | +105.9% | -22.7% | +128.6% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling