+2,316.3%
ICE vs AKAM
+516.8%
+1,799.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | +7.6% | -13.9% | +21.6% | +12.0% |
| 3M | +13.9% | -33.8% | +47.8% | +27.3% |
| 6M | -2.4% | +2.2% | -4.5% | -7.6% |
| YTD | +0.3% | +20.6% | -20.3% | -11.1% |
| 1Y | -6.4% | +36.3% | -42.7% | -20.8% |
| 3Y | +43.1% | -0.1% | +43.2% | +28.5% |
| 5Y | +42.1% | -7.5% | +49.7% | +29.2% |
| 10Y | +220.9% | +90.2% | +130.8% | +111.2% |
| All | +2,316.3% | +516.8% | +1,799.5% | +664.9% |
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