+28.7%
O vs AKAM
+4.6%
+24.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.6% |
| 7D | -2.3% | +5.4% | -7.6% | -2.3% |
| 30D | -2.4% | -5.9% | +3.4% | -2.4% |
| 3M | -0.6% | -19.6% | +19.0% | -0.1% |
| 6M | -5.0% | +8.5% | -13.5% | -5.9% |
| YTD | +10.4% | +26.9% | -16.6% | +8.0% |
| 1Y | +6.6% | +41.7% | -35.1% | +3.3% |
| All | +28.7% | +4.6% | +24.1% | +19.8% |
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 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