-54.4%
AKAM vs A
+543.3%
-597.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.6% |
| 7D | +2.8% | -0.5% | +3.2% | +2.9% |
| 30D | -6.9% | 0.0% | -6.9% | -6.8% |
| 3M | -31.8% | +16.7% | -48.5% | -37.8% |
| 6M | -47.0% | +54.8% | -101.8% | -59.6% |
| YTD | -2.1% | +28.8% | -30.9% | -18.0% |
| 1Y | -3.7% | +19.3% | -23.0% | -15.8% |
| 3Y | -23.0% | +65.5% | -88.6% | -46.4% |
| 5Y | -23.4% | +12.1% | -35.5% | -36.2% |
| 10Y | +30.5% | +305.4% | -274.9% | -52.0% |
| All | -54.4% | +543.3% | -597.7% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling