+632.4%
GEV vs AKAM
-1.8%
+634.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | -7.9% | -13.0% | +5.1% | -5.4% |
| 3M | +5.6% | -19.4% | +25.0% | +9.5% |
| 6M | +13.1% | +0.3% | +12.8% | +10.6% |
| YTD | +46.7% | +22.4% | +24.3% | +33.6% |
| 1Y | +51.3% | +34.8% | +16.5% | +32.6% |
| All | +632.4% | -1.8% | +634.2% | +586.1% |
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 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