-16.3%
NOW vs AKAM
-23.4%
+7.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.7% |
| 7D | -3.0% | -10.4% | +7.4% | -1.0% |
| 30D | -26.0% | -20.6% | -5.5% | -23.0% |
| 3M | -13.1% | -29.9% | +16.8% | -7.8% |
| 6M | +14.5% | -31.9% | +46.4% | +20.2% |
| YTD | -33.4% | -4.8% | -28.7% | -38.4% |
| 1Y | -40.6% | +13.8% | -54.5% | -48.7% |
| 3Y | -16.3% | -23.4% | +7.1% | -28.6% |
| All | -16.3% | -23.4% | +7.1% | -28.6% |
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 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