-41.2%
AKAM vs ADM
+1,116.9%
-1,158.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -2.4% |
| 7D | +2.8% | +4.2% | -1.4% | +1.2% |
| 30D | -6.9% | -12.8% | +6.0% | -2.2% |
| 3M | -31.8% | -8.5% | -23.4% | -30.0% |
| 6M | -47.0% | -10.9% | -36.1% | -45.1% |
| YTD | -2.1% | +29.4% | -31.5% | -11.8% |
| 1Y | -3.7% | +27.5% | -31.2% | -12.9% |
| 3Y | -23.0% | +10.3% | -33.4% | -29.7% |
| 5Y | -23.4% | +27.4% | -50.8% | -36.2% |
| 10Y | +30.5% | +134.6% | -104.1% | -20.1% |
| All | -41.2% | +1,116.9% | -1,158.1% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling