+7.0%
F vs AKAM
-24.5%
+31.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.5% | -1.7% |
| 7D | +1.6% | -10.4% | +11.9% | +3.0% |
| 30D | +2.6% | -20.6% | +23.2% | +5.8% |
| 3M | -8.8% | -29.9% | +21.1% | -4.6% |
| 6M | +4.6% | -31.9% | +36.5% | +8.9% |
| YTD | -1.9% | -4.8% | +2.9% | -4.1% |
| 1Y | -0.8% | +13.8% | -14.6% | -5.7% |
| 3Y | +43.5% | -23.4% | +66.9% | +43.0% |
| 5Y | -12.1% | -22.6% | +10.5% | -12.6% |
| 10Y | +83.6% | +26.3% | +57.4% | +66.1% |
| All | +7.0% | -24.5% | +31.4% | -42.5% |
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