+112.5%
NET vs AKAM
-7.4%
+119.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -7.0% | -2.1% | -4.9% | -5.7% |
| 30D | -4.8% | -13.9% | +9.2% | +3.6% |
| 3M | +3.8% | -33.8% | +37.6% | +31.1% |
| 6M | +50.0% | +2.2% | +47.9% | +28.6% |
| YTD | +41.5% | +20.6% | +20.9% | +3.2% |
| 1Y | +32.8% | +36.3% | -3.5% | -14.2% |
| 3Y | +335.9% | -0.1% | +336.0% | +240.3% |
| All | +112.5% | -7.4% | +119.9% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling