+94.5%
MO vs AKAM
+1.2%
+93.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | +5.8% | -8.2% | +14.0% | +5.6% |
| 3M | -4.5% | -17.6% | +13.0% | -4.6% |
| 6M | +5.7% | +2.5% | +3.2% | +5.2% |
| YTD | +23.1% | +22.8% | +0.3% | +22.2% |
| 1Y | +10.9% | +39.6% | -28.7% | +10.1% |
| All | +94.5% | +1.2% | +93.3% | +86.8% |
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