+2,001.3%
LOW vs AKAM
-4.0%
+2,005.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -10.1% | -4.5% | -5.6% | -9.7% |
| 3M | -2.9% | -25.6% | +22.7% | +0.2% |
| 6M | -19.4% | +5.7% | -25.1% | -21.4% |
| YTD | -15.4% | +21.0% | -36.5% | -19.3% |
| 1Y | -24.9% | +33.9% | -58.8% | -29.5% |
| 3Y | -7.8% | +0.9% | -8.7% | -11.2% |
| 5Y | +8.4% | -6.9% | +15.3% | +5.1% |
| 10Y | +226.8% | +97.4% | +129.4% | +185.8% |
| All | +2,001.3% | -4.0% | +2,005.3% | +1,124.5% |
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