+304.4%
FLEX vs AKAM
-27.3%
+331.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.4% | +15.4% | +13.2% |
| 7D | -7.2% | -7.4% | +0.2% | -4.6% |
| 30D | -34.8% | -24.9% | -9.8% | -28.2% |
| 3M | -35.6% | -27.4% | -8.2% | -28.6% |
| 6M | -45.0% | -45.6% | +0.6% | -34.0% |
| YTD | +29.4% | -8.0% | +37.4% | +33.4% |
| 1Y | +24.8% | -4.1% | +28.9% | +26.8% |
| 3Y | +304.4% | -26.9% | +331.3% | +289.1% |
| All | +304.4% | -27.3% | +331.8% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling