+67.2%
F vs AKAM
+31.6%
+35.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -3.9% | +11.2% | -15.1% | -6.1% |
| 30D | -0.5% | -13.4% | +12.9% | +2.1% |
| 3M | -12.9% | -29.5% | +16.6% | -7.0% |
| 6M | +1.5% | -42.1% | +43.7% | +12.8% |
| YTD | -5.0% | -0.8% | -4.2% | -10.8% |
| 1Y | -7.3% | -3.9% | -3.4% | -12.2% |
| 3Y | +45.3% | -21.9% | +67.1% | +41.4% |
| 5Y | -15.8% | -22.4% | +6.6% | -19.4% |
| All | +67.2% | +31.6% | +35.6% | +39.3% |
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 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