+52.3%
GM vs AKAM
+35.6%
+16.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.7% | -2.1% | +3.8% | +1.9% |
| 30D | -1.6% | -13.9% | +12.4% | -0.7% |
| 3M | +5.7% | -33.8% | +39.5% | +8.6% |
| 6M | +12.2% | +2.2% | +10.0% | +10.0% |
| YTD | +8.4% | +20.6% | -12.2% | +1.8% |
| 1Y | +52.3% | +36.3% | +16.0% | +37.1% |
| All | +52.3% | +35.6% | +16.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling