+10.9%
CMG vs AKAM
+16.2%
-5.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.8% |
| 7D | +22.5% | -12.4% | +34.9% | +21.9% |
| 30D | +14.1% | -20.4% | +34.5% | +13.1% |
| 3M | +4.1% | -30.3% | +34.4% | +2.9% |
| 6M | +10.1% | -18.8% | +28.8% | +8.2% |
| YTD | -4.9% | -1.5% | -3.4% | -7.0% |
| 1Y | +10.9% | +19.4% | -8.5% | +8.3% |
| All | +10.9% | +16.2% | -5.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling