+2,583.5%
MAR vs AKAM
-4.0%
+2,587.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -6.9% | -4.5% | -2.4% | -6.5% |
| 3M | -15.8% | -25.6% | +9.7% | -12.8% |
| 6M | +1.9% | +5.7% | -3.8% | -0.7% |
| YTD | +6.6% | +21.0% | -14.4% | +1.3% |
| 1Y | +23.7% | +33.9% | -10.2% | +15.7% |
| 3Y | +64.6% | +0.9% | +63.7% | +58.7% |
| 5Y | +156.4% | -6.9% | +163.2% | +148.8% |
| 10Y | +415.4% | +97.4% | +318.0% | +340.3% |
| All | +2,583.5% | -4.0% | +2,587.5% | +1,509.0% |
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