+490.4%
FLEX vs AKAM
-21.2%
+511.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.2% | +2.6% |
| 7D | +2.2% | +0.9% | +1.4% | +2.0% |
| 30D | -32.6% | -14.7% | -17.9% | -28.9% |
| 3M | -35.5% | -25.7% | -9.8% | -28.9% |
| 6M | -45.6% | -43.4% | -2.2% | -34.7% |
| YTD | +30.7% | -0.7% | +31.4% | +26.5% |
| 1Y | +28.4% | -4.3% | +32.7% | +25.7% |
| 3Y | +301.7% | -21.7% | +323.4% | +306.5% |
| 5Y | +473.3% | -20.7% | +494.0% | +473.2% |
| 10Y | +651.7% | +32.4% | +619.3% | +506.2% |
| All | +490.4% | -21.2% | +511.6% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling