-24.1%
NOK vs AKAM
-4.0%
-20.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | +7.3% | -0.8% | +8.0% | +7.4% |
| 30D | +13.8% | -4.5% | +18.2% | +15.0% |
| 3M | -27.0% | -25.6% | -1.4% | -21.7% |
| 6M | +37.6% | +5.7% | +31.9% | +34.4% |
| YTD | +64.6% | +21.0% | +43.6% | +54.0% |
| 1Y | +132.0% | +33.9% | +98.1% | +110.9% |
| 3Y | +183.7% | +0.9% | +182.8% | +169.2% |
| 5Y | +101.3% | -6.9% | +108.2% | +93.2% |
| 10Y | +122.4% | +97.4% | +25.0% | +74.5% |
| All | -24.1% | -4.0% | -20.1% | -58.7% |
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 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