-8.2%
AAL vs AKAM
+4.6%
-12.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.6% | -0.9% |
| 7D | -1.3% | +5.4% | -6.7% | -2.5% |
| 30D | -13.7% | -5.9% | -7.9% | -12.6% |
| 3M | -8.2% | -19.6% | +11.5% | -3.7% |
| 6M | +13.1% | +8.5% | +4.7% | +6.2% |
| YTD | -15.6% | +26.9% | -42.5% | -27.4% |
| 1Y | +1.4% | +41.7% | -40.3% | -17.6% |
| All | -8.2% | +4.6% | -12.8% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling