-9.8%
T vs AKAM
-3.8%
-6.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | +1.6% | +11.2% | -9.6% | +2.4% |
| 30D | -2.9% | -13.4% | +10.4% | -3.7% |
| 3M | -7.5% | -29.5% | +22.0% | -8.8% |
| 6M | -9.9% | -42.1% | +32.2% | -11.3% |
| YTD | -6.4% | -0.8% | -5.7% | -7.7% |
| All | -9.8% | -3.8% | -6.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling