+274.8%
T vs AKAM
-4.3%
+279.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | +11.4% | -13.9% | +25.3% | +12.4% |
| 3M | +14.3% | -33.8% | +48.1% | +17.4% |
| 6M | -9.3% | +2.2% | -11.4% | -10.3% |
| YTD | +7.1% | +20.6% | -13.5% | +4.3% |
| 1Y | -9.1% | +36.3% | -45.4% | -12.5% |
| 3Y | +105.3% | -0.1% | +105.5% | +100.6% |
| 5Y | +66.8% | -7.5% | +74.4% | +63.2% |
| 10Y | +66.8% | +90.2% | -23.4% | +53.3% |
| All | +274.8% | -4.3% | +279.2% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling