-68.6%
AAL vs AKAM
+29.8%
-98.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | -0.1% | +2.8% | -2.9% | -1.0% |
| 30D | +11.7% | -6.9% | +18.6% | +13.5% |
| 3M | -12.5% | -31.8% | +19.3% | -3.3% |
| 6M | +3.6% | -47.0% | +50.6% | +22.1% |
| YTD | -14.1% | -2.1% | -12.0% | -20.6% |
| 1Y | +0.8% | -3.7% | +4.5% | -6.3% |
| 3Y | +11.8% | -23.0% | +34.8% | +8.2% |
| 5Y | -35.1% | -23.4% | -11.7% | -38.1% |
| All | -68.6% | +29.8% | -98.4% | -76.9% |
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