+92.3%
MA vs AKAM
-22.7%
+115.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -1.3% |
| 7D | +2.3% | -10.4% | +12.7% | +3.5% |
| 30D | +14.7% | -20.6% | +35.2% | +17.5% |
| 3M | +13.5% | -29.9% | +43.4% | +17.7% |
| 6M | +33.1% | -31.9% | +65.0% | +36.6% |
| YTD | +15.1% | -4.8% | +19.8% | +7.6% |
| 1Y | +18.7% | +13.8% | +4.9% | +5.5% |
| 3Y | +72.1% | -23.4% | +95.5% | +64.6% |
| All | +92.3% | -22.7% | +115.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling