+101.8%
AKAM vs A
+247.2%
-145.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -2.8% |
| 7D | +0.6% | -4.6% | +5.2% | +2.4% |
| 30D | -8.2% | -4.3% | -3.9% | -6.7% |
| 3M | -17.6% | +8.9% | -26.5% | -20.9% |
| 6M | +2.5% | +24.5% | -22.0% | -8.0% |
| YTD | +22.8% | +5.8% | +17.0% | +18.2% |
| 1Y | +39.6% | +16.2% | +23.4% | +28.6% |
| 3Y | +2.3% | +28.5% | -26.1% | -12.3% |
| 5Y | -4.3% | -16.3% | +12.0% | -2.9% |
| All | +101.8% | +247.2% | -145.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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