-22.5%
AAL vs AKAM
+510.4%
-532.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.4% |
| 7D | +3.4% | +0.9% | +2.6% | +2.8% |
| 30D | +11.7% | -14.7% | +26.5% | +17.7% |
| 3M | -7.8% | -25.7% | +17.9% | +1.4% |
| 6M | +10.2% | -43.4% | +53.6% | +31.8% |
| YTD | -8.0% | -0.7% | -7.4% | -15.9% |
| 1Y | +8.5% | -4.3% | +12.9% | +0.7% |
| 3Y | +19.5% | -21.7% | +41.2% | +16.2% |
| 5Y | -33.9% | -20.7% | -13.2% | -36.7% |
| 10Y | -66.0% | +32.4% | -98.4% | -75.6% |
| All | -22.5% | +510.4% | -532.9% | -75.3% |
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