-6.9%
AKAM vs AA
+17.9%
-24.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.2% |
| 7D | -0.8% | +1.7% | -2.4% | -1.1% |
| 30D | -4.5% | +3.3% | -7.8% | -5.1% |
| 3M | -25.6% | -29.4% | +3.9% | -21.7% |
| 6M | +5.7% | -12.8% | +18.5% | +7.2% |
| YTD | +21.0% | -2.1% | +23.2% | +19.7% |
| 1Y | +33.9% | +62.8% | -28.9% | +20.8% |
| 3Y | +0.9% | +90.5% | -89.6% | -13.3% |
| All | -6.9% | +17.9% | -24.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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