+62.8%
META vs AKAM
-7.4%
+70.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +6.7% | -2.1% | +8.8% | +7.2% |
| 30D | +4.8% | -13.9% | +18.7% | +8.3% |
| 3M | -1.6% | -33.8% | +32.2% | +8.6% |
| 6M | -7.5% | +2.2% | -9.6% | -12.9% |
| YTD | -6.4% | +20.6% | -27.0% | -19.4% |
| 1Y | -17.3% | +36.3% | -53.7% | -33.3% |
| 3Y | +109.9% | -0.1% | +110.1% | +84.3% |
| All | +62.8% | -7.4% | +70.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling