+1,985.8%
MU vs AKAM
-23.9%
+2,009.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.4% |
| 7D | -15.2% | -3.3% | -11.9% | -14.1% |
| 30D | -29.5% | -21.7% | -7.8% | -23.8% |
| 3M | -15.8% | -28.8% | +13.1% | -6.6% |
| 6M | -2.9% | -43.3% | +40.5% | +15.3% |
| YTD | +154.2% | -4.1% | +158.3% | +152.1% |
| 1Y | +186.6% | -3.9% | +190.5% | +183.4% |
| 3Y | +871.5% | -24.4% | +895.9% | +911.4% |
| 5Y | +911.7% | -23.8% | +935.4% | +943.6% |
| 10Y | +4,277.4% | +26.4% | +4,251.0% | +3,684.0% |
| All | +1,985.8% | -23.9% | +2,009.7% | +913.6% |
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