+484.4%
FLEX vs AKAM
-27.0%
+511.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.4% | +15.4% | +13.1% |
| 7D | -7.2% | -7.4% | +0.2% | -4.6% |
| 30D | -34.8% | -24.9% | -9.8% | -28.1% |
| 3M | -35.6% | -27.4% | -8.2% | -28.5% |
| 6M | -45.0% | -45.6% | +0.6% | -33.1% |
| YTD | +29.4% | -8.0% | +37.4% | +28.5% |
| 1Y | +24.8% | -4.1% | +28.9% | +22.1% |
| 3Y | +304.4% | -26.9% | +331.3% | +318.8% |
| 5Y | +484.1% | -26.6% | +510.6% | +499.3% |
| 10Y | +640.4% | +20.7% | +619.7% | +516.0% |
| All | +484.4% | -27.0% | +511.4% | +155.9% |
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