+66.9%
T vs AKAM
+104.5%
-37.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +4.3% | -8.2% | +12.5% | +5.0% |
| 3M | +11.6% | -17.6% | +29.1% | +13.3% |
| 6M | -5.6% | +2.5% | -8.1% | -7.7% |
| YTD | +6.6% | +22.8% | -16.2% | +1.0% |
| 1Y | -8.4% | +39.6% | -48.0% | -15.0% |
| 3Y | +107.8% | +2.3% | +105.5% | +98.2% |
| 5Y | +68.3% | -4.3% | +72.6% | +60.2% |
| All | +66.9% | +104.5% | -37.6% | +44.4% |
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 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