+64.2%
T vs AKAM
-2.4%
+66.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.6% | -2.0% |
| 7D | -3.1% | +5.4% | -8.5% | -3.3% |
| 30D | +4.6% | -5.9% | +10.4% | +4.8% |
| 3M | +12.2% | -19.6% | +31.9% | +13.3% |
| 6M | -6.5% | +8.5% | -14.9% | -8.1% |
| YTD | +4.9% | +26.9% | -22.0% | +1.2% |
| 1Y | -10.5% | +41.7% | -52.2% | -14.8% |
| 3Y | +104.6% | +5.8% | +98.8% | +98.0% |
| 5Y | +64.2% | -2.3% | +66.5% | +58.3% |
| All | +64.2% | -2.4% | +66.6% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling