-15.8%
F vs AKAM
-22.7%
+6.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.5% | -2.2% |
| 7D | +1.6% | -10.4% | +11.9% | +3.7% |
| 30D | +2.6% | -20.6% | +23.2% | +7.4% |
| 3M | -8.8% | -29.9% | +21.1% | -2.4% |
| 6M | +4.6% | -31.9% | +36.5% | +11.1% |
| YTD | -1.9% | -4.8% | +2.9% | -9.1% |
| 1Y | -0.8% | +13.8% | -14.6% | -14.5% |
| 3Y | +43.5% | -23.4% | +66.9% | +38.5% |
| All | -15.8% | -22.7% | +6.9% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling