+0.9%
AKAM vs A
+29.5%
-28.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -4.5% | +0.6% | -5.1% | -4.6% |
| 3M | -25.6% | +10.9% | -36.4% | -28.0% |
| 6M | +5.7% | +28.2% | -22.4% | -3.6% |
| YTD | +21.0% | +8.6% | +12.5% | +17.8% |
| 1Y | +33.9% | +15.5% | +18.4% | +27.0% |
| 3Y | +0.9% | +31.8% | -30.9% | -9.9% |
| All | +0.9% | +29.5% | -28.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling