+3,205.8%
LIN vs AKAM
-4.3%
+3,210.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.1% | -2.1% | 0.0% | -1.9% |
| 30D | -2.4% | -13.9% | +11.5% | -1.0% |
| 3M | -5.6% | -33.8% | +28.2% | -1.8% |
| 6M | -3.4% | +2.2% | -5.6% | -4.9% |
| YTD | +13.1% | +20.6% | -7.5% | +8.9% |
| 1Y | +2.5% | +36.3% | -33.8% | -2.8% |
| 3Y | +27.6% | -0.1% | +27.7% | +23.9% |
| 5Y | +63.0% | -7.5% | +70.6% | +58.9% |
| 10Y | +359.3% | +90.2% | +269.1% | +311.9% |
| All | +3,205.8% | -4.3% | +3,210.2% | +1,987.9% |
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