-2.3%
AKAM vs A
-16.2%
+13.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.3% |
| 7D | +5.4% | -4.4% | +9.8% | +6.8% |
| 30D | -5.9% | -2.7% | -3.2% | -5.1% |
| 3M | -19.6% | +7.0% | -26.7% | -21.8% |
| 6M | +8.5% | +24.6% | -16.2% | -1.0% |
| YTD | +26.9% | +7.0% | +19.9% | +22.9% |
| 1Y | +41.7% | +15.6% | +26.1% | +32.9% |
| 3Y | +5.8% | +29.9% | -24.1% | -7.6% |
| 5Y | -2.3% | -15.4% | +13.1% | -1.8% |
| All | -2.3% | -16.2% | +13.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling