+5,309.4%
MO vs AKAM
+0.7%
+5,308.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.6% |
| 7D | -2.4% | +5.4% | -7.8% | -2.6% |
| 30D | +3.6% | -5.9% | +9.5% | +3.7% |
| 3M | -3.7% | -19.6% | +15.9% | -3.2% |
| 6M | +4.5% | +8.5% | -4.0% | +3.8% |
| YTD | +21.5% | +26.9% | -5.4% | +19.9% |
| 1Y | +9.5% | +41.7% | -32.2% | +7.7% |
| 3Y | +93.6% | +5.8% | +87.8% | +91.3% |
| 5Y | +97.5% | -2.3% | +99.8% | +95.2% |
| 10Y | +111.2% | +111.0% | +0.2% | +103.4% |
| All | +5,309.4% | +0.7% | +5,308.7% | +5,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling