-44.0%
ACHR vs AKAM
+0.7%
-44.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.3% | +1.5% | -3.8% | -3.0% |
| 30D | -11.3% | -13.0% | +1.7% | -6.4% |
| 3M | +5.3% | -19.4% | +24.7% | +13.7% |
| 6M | -13.2% | +0.3% | -13.5% | -16.8% |
| YTD | -25.8% | +22.4% | -48.2% | -36.7% |
| 1Y | -34.3% | +34.8% | -69.1% | -47.0% |
| 3Y | -19.9% | +1.9% | -21.9% | -29.3% |
| 5Y | -42.7% | -4.6% | -38.1% | -49.9% |
| All | -44.0% | +0.7% | -44.7% | -56.3% |
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 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