+908.7%
TER vs AKAM
-4.3%
+913.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | -8.3% | -13.9% | +5.7% | -4.1% |
| 3M | -12.2% | -33.8% | +21.6% | -0.5% |
| 6M | +17.1% | +2.2% | +14.9% | +13.6% |
| YTD | +84.7% | +20.6% | +64.1% | +67.9% |
| 1Y | +199.9% | +36.3% | +163.6% | +160.4% |
| 3Y | +232.8% | -0.1% | +232.9% | +212.7% |
| 5Y | +198.6% | -7.5% | +206.1% | +186.4% |
| 10Y | +1,669.7% | +90.2% | +1,579.6% | +1,221.9% |
| All | +908.7% | -4.3% | +913.0% | +403.0% |
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