+2,358.5%
O vs AKAM
-21.3%
+2,379.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +11.2% | -11.6% | -1.4% |
| 30D | +8.3% | -13.4% | +21.7% | +9.4% |
| 3M | -4.0% | -29.5% | +25.5% | -1.5% |
| 6M | -2.6% | -42.1% | +39.5% | +1.2% |
| YTD | +9.9% | -0.8% | +10.7% | +7.8% |
| 1Y | +9.8% | -3.9% | +13.8% | +8.1% |
| 3Y | +39.7% | -21.9% | +61.6% | +38.4% |
| 5Y | +9.2% | -22.4% | +31.5% | +7.7% |
| 10Y | +81.5% | +32.3% | +49.3% | +67.6% |
| All | +2,358.5% | -21.3% | +2,379.8% | +1,708.4% |
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