-41.5%
ACHR vs AKAM
-0.4%
-41.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | +4.3% | -4.5% | +8.8% | +6.1% |
| 3M | +1.7% | -25.6% | +27.3% | +13.7% |
| 6M | -6.9% | +5.7% | -12.6% | -12.8% |
| YTD | -22.5% | +21.0% | -43.5% | -33.4% |
| 1Y | -31.5% | +33.9% | -65.4% | -44.5% |
| 3Y | -14.4% | +0.9% | -15.3% | -23.9% |
| 5Y | -41.6% | -6.9% | -34.8% | -48.8% |
| All | -41.5% | -0.4% | -41.1% | -54.0% |
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