+569.6%
MA vs AKAM
+31.5%
+538.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.5% |
| 7D | -1.8% | +0.9% | -2.6% | -2.1% |
| 30D | +11.0% | -14.7% | +25.8% | +14.3% |
| 3M | +17.9% | -25.7% | +43.6% | +24.1% |
| 6M | +33.2% | -43.4% | +76.5% | +47.8% |
| YTD | +16.5% | -0.7% | +17.1% | +6.6% |
| 1Y | +19.1% | -4.3% | +23.4% | +10.2% |
| 3Y | +70.6% | -21.7% | +92.3% | +61.8% |
| 5Y | +92.1% | -20.7% | +112.8% | +78.4% |
| 10Y | +569.6% | +32.4% | +537.1% | +403.5% |
| All | +569.6% | +31.5% | +538.1% | +403.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling