+100.5%
FLEX vs AKAM
+40.7%
+59.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.8% |
| 7D | +6.4% | +5.4% | +1.0% | +4.8% |
| 30D | -5.9% | -5.9% | 0.0% | -4.3% |
| 3M | -23.5% | -19.6% | -3.8% | -19.5% |
| 6M | +83.7% | +8.5% | +75.3% | +87.8% |
| YTD | +86.5% | +26.9% | +59.6% | +90.5% |
| 1Y | +100.5% | +41.7% | +58.8% | +105.7% |
| All | +100.5% | +40.7% | +59.8% | +105.7% |
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