-73.3%
U vs AKAM
-21.8%
-51.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +5.9% |
| 7D | +2.6% | +2.8% | -0.2% | +0.9% |
| 30D | +27.6% | -6.9% | +34.4% | +30.2% |
| 3M | +15.3% | -31.8% | +47.2% | +37.2% |
| 6M | +96.4% | -47.0% | +143.4% | +163.4% |
| YTD | +19.6% | -2.1% | +21.7% | -4.7% |
| 1Y | +42.1% | -3.7% | +45.8% | +14.3% |
| 3Y | +87.5% | -23.0% | +110.6% | +72.0% |
| All | -73.3% | -21.8% | -51.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling