-41.2%
AKAM vs AA
-18.7%
-22.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.8% |
| 7D | +2.8% | +0.5% | +2.3% | +2.4% |
| 30D | -6.9% | -0.6% | -6.3% | -7.0% |
| 3M | -31.8% | -19.7% | -12.2% | -27.3% |
| 6M | -47.0% | -41.6% | -5.4% | -38.4% |
| YTD | -2.1% | -24.6% | +22.5% | +2.8% |
| 1Y | -3.7% | +4.9% | -8.6% | -9.3% |
| 3Y | -23.0% | +66.8% | -89.9% | -42.2% |
| 5Y | -23.4% | -19.4% | -4.0% | -35.4% |
| 10Y | +30.5% | +43.1% | -12.6% | -35.3% |
| All | -41.2% | -18.7% | -22.5% | -59.3% |
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