+107.3%
META vs AKAM
+0.5%
+106.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +6.7% | -2.1% | +8.8% | +6.9% |
| 30D | +4.8% | -13.9% | +18.7% | +6.3% |
| 3M | -1.6% | -33.8% | +32.2% | +3.0% |
| 6M | -7.5% | +2.2% | -9.6% | -9.6% |
| YTD | -6.4% | +20.6% | -27.0% | -13.1% |
| 1Y | -17.3% | +36.3% | -53.7% | -26.0% |
| All | +107.3% | +0.5% | +106.7% | +75.9% |
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 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