+25.0%
FLEX vs AKAM
+16.2%
+8.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.1% |
| 7D | -17.0% | -12.4% | -4.6% | -13.3% |
| 30D | -33.8% | -20.4% | -13.4% | -28.9% |
| 3M | -39.0% | -30.3% | -8.7% | -32.3% |
| 6M | -15.9% | -18.8% | +2.9% | -7.2% |
| YTD | +27.8% | -1.5% | +29.4% | +42.1% |
| 1Y | +25.0% | +19.4% | +5.6% | +39.1% |
| All | +25.0% | +16.2% | +8.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling