+240.0%
GM vs AKAM
+120.7%
+119.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.5% |
| 7D | -1.1% | +0.6% | -1.6% | -1.3% |
| 30D | -3.4% | -8.2% | +4.8% | -1.9% |
| 3M | +8.7% | -17.6% | +26.3% | +12.5% |
| 6M | +15.4% | +2.5% | +12.9% | +10.8% |
| YTD | +6.6% | +22.8% | -16.2% | -3.0% |
| 1Y | +51.5% | +39.6% | +11.9% | +33.0% |
| 3Y | +169.3% | +2.3% | +167.0% | +149.6% |
| 5Y | +81.6% | -4.3% | +85.8% | +69.3% |
| 10Y | +240.7% | +104.1% | +136.6% | +154.9% |
| All | +240.0% | +120.7% | +119.3% | +92.6% |
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