-21.3%
AKAM vs A
+11.8%
-33.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | +2.8% | -0.5% | +3.2% | +2.8% |
| 30D | -6.9% | 0.0% | -6.9% | -6.8% |
| 3M | -31.8% | +16.7% | -48.5% | -35.2% |
| 6M | -47.0% | +54.8% | -101.8% | -54.6% |
| YTD | -2.1% | +28.8% | -30.9% | -10.6% |
| 1Y | -3.7% | +19.3% | -23.0% | -9.5% |
| 3Y | -23.0% | +65.5% | -88.6% | -37.6% |
| All | -21.3% | +11.8% | -33.1% | -29.4% |
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 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