+995.4%
TER vs AKAM
+29.8%
+965.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.0% | -4.8% |
| 7D | +14.4% | +2.8% | +11.6% | +13.0% |
| 30D | -30.6% | -6.9% | -23.7% | -28.4% |
| 3M | -39.2% | -31.8% | -7.3% | -29.4% |
| 6M | -31.3% | -47.0% | +15.7% | -12.6% |
| YTD | +29.1% | -2.1% | +31.2% | +22.4% |
| 1Y | +47.4% | -3.7% | +51.1% | +40.5% |
| 3Y | +191.2% | -23.0% | +214.3% | +193.6% |
| 5Y | +74.0% | -23.4% | +97.4% | +73.4% |
| All | +995.4% | +29.8% | +965.6% | +740.6% |
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