+606.9%
GEV vs AKAM
-1.4%
+608.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.2% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -8.7% | -8.2% | -0.5% | -7.1% |
| 3M | +6.6% | -17.6% | +24.2% | +10.1% |
| 6M | +10.2% | +2.5% | +7.7% | +7.2% |
| YTD | +41.6% | +22.8% | +18.8% | +28.9% |
| 1Y | +43.9% | +39.6% | +4.3% | +24.7% |
| All | +606.9% | -1.4% | +608.4% | +561.8% |
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