+95.1%
META vs AKAM
-23.4%
+118.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | 0.0% |
| 7D | -0.8% | -10.4% | +9.6% | +0.5% |
| 30D | -15.4% | -20.6% | +5.2% | -13.2% |
| 3M | +3.5% | -29.9% | +33.4% | +7.4% |
| 6M | -0.3% | -31.9% | +31.6% | +3.2% |
| YTD | -7.3% | -4.8% | -2.6% | -11.4% |
| 1Y | -1.1% | +13.8% | -14.9% | -9.9% |
| 3Y | +95.1% | -23.4% | +118.4% | +74.2% |
| All | +95.1% | -23.4% | +118.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling