+691.5%
FLEX vs AKAM
-7.1%
+698.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -0.9% | -2.1% | +1.2% | -0.2% |
| 30D | -10.1% | -13.9% | +3.8% | -5.4% |
| 3M | -31.3% | -33.8% | +2.5% | -21.2% |
| 6M | +71.3% | +2.2% | +69.1% | +68.4% |
| YTD | +81.2% | +20.6% | +60.7% | +65.1% |
| 1Y | +98.5% | +36.3% | +62.2% | +70.9% |
| 3Y | +428.2% | -0.1% | +428.4% | +391.7% |
| All | +691.5% | -7.1% | +698.6% | +669.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling