+433.8%
MAR vs AKAM
+103.9%
+330.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | -5.4% | -13.0% | +7.6% | -3.1% |
| 3M | -15.5% | -19.4% | +3.9% | -12.6% |
| 6M | +3.0% | +0.3% | +2.7% | -0.4% |
| YTD | +8.5% | +22.4% | -13.9% | -0.8% |
| 1Y | +26.0% | +34.8% | -8.9% | +12.2% |
| 3Y | +68.6% | +1.9% | +66.7% | +56.5% |
| 5Y | +157.4% | -4.6% | +162.0% | +138.1% |
| All | +433.8% | +103.9% | +330.0% | +318.3% |
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