+1,086.7%
FLEX vs AKAM
+108.8%
+977.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -3.1% |
| 7D | +6.4% | +5.4% | +1.0% | +4.4% |
| 30D | -5.9% | -5.9% | 0.0% | -3.9% |
| 3M | -23.5% | -19.6% | -3.8% | -17.9% |
| 6M | +83.7% | +8.5% | +75.3% | +76.1% |
| YTD | +86.5% | +26.9% | +59.6% | +66.8% |
| 1Y | +100.5% | +41.7% | +58.8% | +71.0% |
| 3Y | +469.8% | +5.8% | +464.0% | +421.5% |
| 5Y | +725.7% | -2.3% | +728.0% | +664.2% |
| 10Y | +1,086.7% | +111.0% | +975.8% | +727.3% |
| All | +1,086.7% | +108.8% | +977.9% | +727.3% |
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 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