+322.4%
NET vs AKAM
-20.8%
+343.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -16.4% | -12.4% | -4.0% | -12.0% |
| 30D | -25.8% | -20.4% | -5.4% | -19.3% |
| 3M | -11.5% | -30.3% | +18.8% | +0.3% |
| 6M | +18.9% | -18.8% | +37.7% | +20.4% |
| YTD | +35.2% | -1.5% | +36.7% | +24.7% |
| 1Y | +14.5% | +19.4% | -4.9% | -4.4% |
| All | +322.4% | -20.8% | +343.2% | +246.7% |
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