+3,297.7%
V vs AKAM
+174.3%
+3,123.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.5% |
| 7D | -0.4% | +11.2% | -11.6% | -3.1% |
| 30D | +6.3% | -13.4% | +19.7% | +9.6% |
| 3M | +17.2% | -29.5% | +46.7% | +26.2% |
| 6M | +29.2% | -42.1% | +71.4% | +44.6% |
| YTD | +20.8% | -0.8% | +21.6% | +12.2% |
| 1Y | +25.0% | -3.9% | +28.9% | +17.1% |
| 3Y | +75.3% | -21.9% | +97.1% | +68.0% |
| 5Y | +105.8% | -22.4% | +128.2% | +94.9% |
| 10Y | +451.9% | +32.3% | +419.6% | +326.7% |
| All | +3,297.7% | +174.3% | +3,123.5% | +1,428.3% |
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 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