+96.4%
AGG vs AKAM
+2,239.1%
-2,142.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -1.0% | -8.2% | +7.2% | -1.0% |
| 3M | -1.3% | -17.6% | +16.3% | -1.3% |
| 6M | -2.1% | +2.5% | -4.6% | -2.0% |
| YTD | -1.2% | +22.8% | -24.0% | -1.1% |
| 1Y | -0.5% | +39.6% | -40.1% | -0.3% |
| 3Y | +12.4% | +2.3% | +10.1% | +12.5% |
| 5Y | -2.4% | -4.3% | +1.9% | -2.3% |
| 10Y | +14.3% | +104.1% | -89.7% | +15.3% |
| All | +96.4% | +2,239.1% | -2,142.7% | +104.5% |
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