+3,994.3%
CMG vs AKAM
+387.2%
+3,607.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -3.7% |
| 7D | -6.5% | +5.4% | -11.9% | -7.7% |
| 30D | +12.1% | -5.9% | +18.0% | +13.4% |
| 3M | +20.6% | -19.6% | +40.2% | +25.9% |
| 6M | +2.1% | +8.5% | -6.4% | -4.2% |
| YTD | -2.6% | +26.9% | -29.6% | -13.3% |
| 1Y | -8.7% | +41.7% | -50.4% | -21.6% |
| 3Y | -7.4% | +5.8% | -13.2% | -16.2% |
| 5Y | -5.7% | -2.3% | -3.3% | -13.3% |
| 10Y | +322.3% | +111.0% | +211.4% | +199.7% |
| All | +3,994.3% | +387.2% | +3,607.1% | +1,878.4% |
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