+1,381.0%
NET vs AKAM
-6.3%
+1,387.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -16.4% | -12.4% | -4.0% | -9.6% |
| 30D | -25.8% | -20.4% | -5.4% | -15.4% |
| 3M | -11.5% | -30.3% | +18.8% | +8.0% |
| 6M | +18.9% | -18.8% | +37.7% | +18.2% |
| YTD | +35.2% | -1.5% | +36.7% | +14.5% |
| 1Y | +14.5% | +19.4% | -4.9% | -17.1% |
| 3Y | +313.8% | -20.8% | +334.6% | +284.1% |
| 5Y | +32.6% | -21.6% | +54.2% | +28.0% |
| All | +1,381.0% | -6.3% | +1,387.3% | +1,115.8% |
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 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