-41.5%
C vs AKAM
-27.0%
-14.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.8% | +3.1% |
| 7D | -0.9% | -7.4% | +6.5% | +0.4% |
| 30D | -5.4% | -24.9% | +19.5% | -0.6% |
| 3M | -9.2% | -27.4% | +18.2% | -4.4% |
| 6M | -1.8% | -45.6% | +43.8% | +8.2% |
| YTD | +6.7% | -8.0% | +14.7% | +4.2% |
| 1Y | +23.5% | -4.1% | +27.6% | +19.6% |
| 3Y | +219.8% | -26.9% | +246.7% | +219.9% |
| 5Y | +112.4% | -26.6% | +139.0% | +110.7% |
| 10Y | +220.1% | +20.7% | +199.4% | +181.6% |
| All | -41.5% | -27.0% | -14.5% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling