+855.4%
MU vs AKAM
-23.4%
+878.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.7% | -1.6% | +2.3% |
| 7D | -22.0% | -10.4% | -11.6% | -18.0% |
| 30D | -36.6% | -20.6% | -16.0% | -30.2% |
| 3M | -21.7% | -29.9% | +8.2% | -10.2% |
| 6M | +3.5% | -31.9% | +35.4% | +20.3% |
| YTD | +141.9% | -4.8% | +146.7% | +143.9% |
| 1Y | +189.8% | +13.8% | +176.0% | +169.5% |
| 3Y | +855.4% | -23.4% | +878.8% | +853.8% |
| All | +855.4% | -23.4% | +878.8% | +853.8% |
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