+626.9%
FLEX vs AKAM
+25.2%
+601.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -6.9% | -4.2% |
| 7D | -13.6% | -3.3% | -10.4% | -12.5% |
| 30D | -36.5% | -21.7% | -14.8% | -30.7% |
| 3M | -36.4% | -28.8% | -7.6% | -28.5% |
| 6M | -46.5% | -43.3% | -3.2% | -35.2% |
| YTD | +25.9% | -4.1% | +30.0% | +23.9% |
| 1Y | +19.6% | -3.9% | +23.5% | +17.4% |
| 3Y | +287.0% | -24.4% | +311.4% | +298.3% |
| 5Y | +466.6% | -23.8% | +490.4% | +471.3% |
| 10Y | +626.9% | +26.4% | +600.5% | +482.2% |
| All | +626.9% | +25.2% | +601.7% | +482.2% |
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