-27.5%
AKAM vs AA
+1.9%
-29.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -13.9% | +5.0% | -18.9% | -15.6% |
| 3M | -33.8% | -35.8% | +2.0% | -24.8% |
| 6M | +2.2% | -18.4% | +20.6% | +6.5% |
| YTD | +20.6% | -5.5% | +26.1% | +18.4% |
| 1Y | +36.3% | +61.0% | -24.6% | +11.4% |
| 3Y | -0.1% | +66.2% | -66.3% | -25.1% |
| 5Y | -7.5% | +11.4% | -18.9% | -30.8% |
| 10Y | +90.2% | +116.9% | -26.7% | -20.2% |
| All | -27.5% | +1.9% | -29.5% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling