+32.0%
COP vs AKAM
-21.7%
+53.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +3.4% | +11.2% | -7.8% | +2.6% |
| 30D | -0.6% | -13.4% | +12.8% | +0.2% |
| 3M | +10.8% | -29.5% | +40.3% | +13.3% |
| 6M | +19.6% | -42.1% | +61.7% | +24.3% |
| YTD | +52.9% | -0.8% | +53.7% | +45.1% |
| 1Y | +62.2% | -3.9% | +66.1% | +54.7% |
| All | +32.0% | -21.7% | +53.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling