+18.4%
U vs AKAM
+16.2%
+2.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +7.5% | -12.4% | +19.9% | +9.6% |
| 30D | -7.0% | -20.4% | +13.4% | -4.2% |
| 3M | +20.6% | -30.3% | +50.9% | +25.8% |
| 6M | +53.2% | -18.8% | +71.9% | +56.5% |
| YTD | -3.9% | -1.5% | -2.4% | -5.4% |
| 1Y | +18.4% | +19.4% | -1.0% | +14.5% |
| All | +18.4% | +16.2% | +2.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling