+2,340.3%
O vs AKAM
-22.4%
+2,362.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -0.4% | +2.8% | -3.2% | -0.6% |
| 30D | +7.1% | -6.9% | +14.0% | +7.6% |
| 3M | -5.2% | -31.8% | +26.6% | -2.5% |
| 6M | -1.8% | -47.0% | +45.2% | +2.9% |
| YTD | +9.1% | -2.1% | +11.2% | +7.1% |
| 1Y | +9.7% | -3.7% | +13.4% | +7.9% |
| 3Y | +39.1% | -23.0% | +62.2% | +38.0% |
| 5Y | +8.4% | -23.4% | +31.8% | +7.1% |
| 10Y | +80.2% | +30.5% | +49.7% | +66.5% |
| All | +2,340.3% | -22.4% | +2,362.6% | +1,697.1% |
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