+2.7%
META vs AKAM
-4.5%
+7.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.1% | +11.2% | -8.1% | +2.7% |
| 30D | -18.2% | -13.4% | -4.8% | -17.9% |
| 3M | +7.8% | -29.5% | +37.3% | +7.8% |
| 6M | +3.6% | -42.1% | +45.7% | +3.6% |
| YTD | -5.3% | -0.8% | -4.5% | -4.0% |
| 1Y | +2.7% | -3.9% | +6.7% | +3.9% |
| All | +2.7% | -4.5% | +7.2% | +3.9% |
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