+26.0%
MAR vs AKAM
+38.7%
-12.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | -5.4% | -13.0% | +7.6% | -5.0% |
| 3M | -15.5% | -19.4% | +3.9% | -14.7% |
| 6M | +3.0% | +0.3% | +2.7% | +1.5% |
| YTD | +8.5% | +22.4% | -13.9% | +2.1% |
| 1Y | +26.0% | +34.8% | -8.9% | +16.7% |
| All | +26.0% | +38.7% | -12.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling