-38.4%
U vs AKAM
-0.7%
-37.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.5% |
| 30D | -4.1% | -8.2% | +4.1% | -0.3% |
| 3M | +57.8% | -17.6% | +75.4% | +70.8% |
| 6M | +103.5% | +2.5% | +101.0% | +78.5% |
| YTD | -4.8% | +22.8% | -27.5% | -30.0% |
| 1Y | -2.4% | +39.6% | -42.0% | -36.4% |
| 3Y | +11.7% | +2.3% | +9.3% | -11.8% |
| 5Y | -68.9% | -4.3% | -64.6% | -74.2% |
| All | -38.4% | -0.7% | -37.8% | -52.3% |
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 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