+102.9%
T vs AKAM
+4.6%
+98.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.6% | -1.7% |
| 7D | -3.1% | +5.4% | -8.5% | -3.0% |
| 30D | +4.6% | -5.9% | +10.4% | +4.5% |
| 3M | +12.2% | -19.6% | +31.9% | +12.3% |
| 6M | -6.5% | +8.5% | -14.9% | -6.8% |
| YTD | +4.9% | +26.9% | -22.0% | +4.1% |
| 1Y | -10.5% | +41.7% | -52.2% | -11.5% |
| All | +102.9% | +4.6% | +98.3% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling