+8.0%
MMM vs AKAM
+37.1%
-29.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -10.7% | -8.2% | -2.5% | -10.3% |
| 3M | +4.3% | -17.6% | +21.9% | +5.3% |
| 6M | +5.9% | +2.5% | +3.4% | +4.5% |
| YTD | +3.2% | +22.8% | -19.6% | -2.5% |
| 1Y | +8.0% | +39.6% | -31.6% | -0.1% |
| All | +8.0% | +37.1% | -29.1% | -0.1% |
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