+62.5%
T vs AKAM
+29.8%
+32.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +2.5% | +2.8% | -0.2% | +2.3% |
| 30D | -3.8% | -6.9% | +3.1% | -3.4% |
| 3M | -8.7% | -31.8% | +23.1% | -5.9% |
| 6M | -8.1% | -47.0% | +38.9% | -2.9% |
| YTD | -6.4% | -2.1% | -4.3% | -10.1% |
| 1Y | -9.8% | -3.7% | -6.1% | -13.1% |
| 3Y | +65.5% | -23.0% | +88.5% | +62.0% |
| 5Y | +57.0% | -23.4% | +80.4% | +51.6% |
| All | +62.5% | +29.8% | +32.6% | +42.8% |
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 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