+154.9%
MAR vs AKAM
-2.7%
+157.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | -0.2% |
| 7D | -0.5% | +5.4% | -5.9% | -1.6% |
| 30D | -4.7% | -5.9% | +1.2% | -3.7% |
| 3M | -15.6% | -19.6% | +4.0% | -12.2% |
| 6M | +1.2% | +8.5% | -7.2% | -5.2% |
| YTD | +7.5% | +26.9% | -19.4% | -5.7% |
| 1Y | +26.6% | +41.7% | -15.1% | +6.4% |
| 3Y | +66.0% | +5.8% | +60.2% | +47.8% |
| All | +154.9% | -2.7% | +157.6% | +132.4% |
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 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