-42.9%
C vs AKAM
-24.5%
-18.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.7% |
| 7D | -2.4% | -10.4% | +8.0% | -0.5% |
| 30D | -6.0% | -20.6% | +14.6% | -2.3% |
| 3M | -10.5% | -29.9% | +19.4% | -5.3% |
| 6M | -5.7% | -31.9% | +26.2% | -1.1% |
| YTD | +4.1% | -4.8% | +8.9% | +1.1% |
| 1Y | +20.5% | +13.8% | +6.7% | +12.8% |
| 3Y | +208.1% | -23.4% | +231.5% | +205.7% |
| 5Y | +110.4% | -22.6% | +133.0% | +106.8% |
| 10Y | +234.6% | +26.3% | +208.3% | +192.1% |
| All | -42.9% | -24.5% | -18.4% | -69.4% |
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