+45.8%
ADP vs AKAM
-6.8%
+52.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -1.2% | -4.5% | +3.2% | -0.8% |
| 3M | +17.9% | -25.6% | +43.4% | +22.7% |
| 6M | +20.3% | +5.7% | +14.6% | +14.9% |
| YTD | +5.8% | +21.0% | -15.2% | -3.1% |
| 1Y | -7.7% | +33.9% | -41.6% | -17.9% |
| 3Y | +14.7% | +0.9% | +13.8% | +5.8% |
| 5Y | +45.8% | -6.9% | +52.6% | +38.6% |
| All | +45.8% | -6.8% | +52.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling