+337.5%
COP vs AKAM
+104.5%
+233.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.8% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +9.6% | -8.2% | +17.7% | +10.7% |
| 3M | +15.0% | -17.6% | +32.6% | +17.6% |
| 6M | +21.8% | +2.5% | +19.2% | +18.2% |
| YTD | +49.6% | +22.8% | +26.8% | +39.6% |
| 1Y | +49.9% | +39.6% | +10.3% | +36.0% |
| 3Y | +22.6% | +2.3% | +20.3% | +15.2% |
| 5Y | +193.6% | -4.3% | +197.9% | +175.5% |
| All | +337.5% | +104.5% | +233.0% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling