+32.3%
AKAM vs ADM
+127.5%
-95.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +11.2% | +0.7% | +10.5% | +11.0% |
| 30D | -13.4% | -14.7% | +1.3% | -10.1% |
| 3M | -29.5% | -10.4% | -19.1% | -27.9% |
| 6M | -42.1% | -10.9% | -31.2% | -40.7% |
| YTD | -0.8% | +26.0% | -26.8% | -6.1% |
| 1Y | -3.9% | +26.5% | -30.4% | -9.2% |
| 3Y | -21.9% | +8.2% | -30.1% | -25.2% |
| 5Y | -22.4% | +24.0% | -46.4% | -30.7% |
| All | +32.3% | +127.5% | -95.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling