+523.3%
ON vs AKAM
+29.8%
+493.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | +12.2% | +2.8% | +9.5% | +10.8% |
| 30D | -3.1% | -6.9% | +3.7% | -0.3% |
| 3M | -12.9% | -31.8% | +19.0% | +1.5% |
| 6M | -38.6% | -47.0% | +8.4% | -21.2% |
| YTD | +31.2% | -2.1% | +33.3% | +23.4% |
| 1Y | +47.6% | -3.7% | +51.3% | +39.8% |
| 3Y | +6.6% | -23.0% | +29.7% | +7.4% |
| 5Y | +21.3% | -23.4% | +44.7% | +20.8% |
| All | +523.3% | +29.8% | +493.5% | +356.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling