+25.7%
F vs AKAM
-4.3%
+30.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +5.3% | -2.1% | +7.4% | +5.7% |
| 30D | +4.6% | -13.9% | +18.5% | +6.8% |
| 3M | -3.7% | -33.8% | +30.2% | +1.9% |
| 6M | +16.8% | +2.2% | +14.6% | +14.4% |
| YTD | +15.3% | +20.6% | -5.3% | +9.5% |
| 1Y | +31.0% | +36.3% | -5.3% | +21.9% |
| 3Y | +45.4% | -0.1% | +45.6% | +40.3% |
| 5Y | +54.7% | -7.5% | +62.2% | +50.5% |
| 10Y | +98.2% | +90.2% | +8.1% | +69.8% |
| All | +25.7% | -4.3% | +30.1% | -34.3% |
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 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