+1,773.2%
COP vs AKAM
-22.4%
+1,795.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +4.4% | +2.8% | +1.6% | +4.2% |
| 30D | 0.0% | -6.9% | +6.8% | +0.4% |
| 3M | +15.0% | -31.8% | +46.9% | +18.2% |
| 6M | +22.0% | -47.0% | +69.0% | +27.6% |
| YTD | +55.3% | -2.1% | +57.5% | +52.8% |
| 1Y | +64.1% | -3.7% | +67.8% | +61.6% |
| 3Y | +34.1% | -23.0% | +57.1% | +33.4% |
| 5Y | +133.4% | -23.4% | +156.8% | +131.1% |
| 10Y | +338.6% | +30.5% | +308.1% | +311.0% |
| All | +1,773.2% | -22.4% | +1,795.5% | +1,283.9% |
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