-19.9%
NOW vs AKAM
-22.7%
+2.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +0.3% | +2.8% | -2.5% | -0.3% |
| 30D | -27.0% | -6.9% | -20.1% | -26.2% |
| 3M | -19.6% | -31.8% | +12.2% | -14.2% |
| 6M | +17.5% | -47.0% | +64.5% | +32.3% |
| YTD | -33.3% | -2.1% | -31.1% | -38.5% |
| 1Y | -39.8% | -3.7% | -36.1% | -44.3% |
| 3Y | -19.9% | -23.0% | +3.1% | -28.7% |
| All | -19.9% | -22.7% | +2.8% | -28.7% |
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