+13,824.2%
MA vs AKAM
+250.0%
+13,574.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | +1.5% | -13.9% | +15.5% | +5.4% |
| 3M | +20.4% | -33.8% | +54.2% | +33.5% |
| 6M | +11.1% | +2.2% | +9.0% | +5.1% |
| YTD | +2.0% | +20.6% | -18.6% | -9.7% |
| 1Y | -2.2% | +36.3% | -38.5% | -17.2% |
| 3Y | +41.9% | -0.1% | +42.0% | +27.7% |
| 5Y | +75.4% | -7.5% | +82.9% | +59.9% |
| 10Y | +527.5% | +90.2% | +437.4% | +337.6% |
| All | +13,824.2% | +250.0% | +13,574.1% | +5,986.4% |
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