+110.9%
MO vs AKAM
+103.9%
+7.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | +1.5% | -1.3% | 0.0% |
| 30D | +7.1% | -13.0% | +20.2% | +8.0% |
| 3M | -2.0% | -19.4% | +17.4% | -0.7% |
| 6M | +7.3% | +0.3% | +7.0% | +5.5% |
| YTD | +23.5% | +22.4% | +1.1% | +18.6% |
| 1Y | +11.0% | +34.8% | -23.8% | +5.4% |
| 3Y | +95.0% | +1.9% | +93.1% | +88.4% |
| 5Y | +100.6% | -4.6% | +105.2% | +93.9% |
| All | +110.9% | +103.9% | +7.0% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling