+62.5%
T vs AKAM
+31.6%
+30.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +1.6% | +11.2% | -9.6% | +0.7% |
| 30D | -2.9% | -13.4% | +10.4% | -1.9% |
| 3M | -7.5% | -29.5% | +22.0% | -4.9% |
| 6M | -9.9% | -42.1% | +32.2% | -5.8% |
| YTD | -6.4% | -0.8% | -5.7% | -10.2% |
| 1Y | -9.4% | -3.9% | -5.5% | -12.7% |
| 3Y | +64.9% | -21.9% | +86.7% | +61.1% |
| 5Y | +57.0% | -22.4% | +79.3% | +51.4% |
| All | +62.5% | +31.6% | +30.9% | +42.6% |
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