+92.8%
META vs AKAM
-21.6%
+114.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.4% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | -15.4% | -14.7% | -0.6% | -13.9% |
| 3M | +5.0% | -25.7% | +30.7% | +8.2% |
| 6M | +5.2% | -43.4% | +48.5% | +11.4% |
| YTD | -4.5% | -0.7% | -3.8% | -9.2% |
| 1Y | +0.6% | -4.3% | +4.9% | -3.5% |
| All | +92.8% | -21.6% | +114.4% | +75.0% |
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 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