-27.5%
AKAM vs ADM
+1,312.4%
-1,339.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.1% | +3.8% | -5.9% | -3.5% |
| 30D | -13.9% | +9.8% | -23.7% | -17.0% |
| 3M | -33.8% | +2.1% | -35.9% | -34.5% |
| 6M | +2.2% | +27.5% | -25.3% | -6.8% |
| YTD | +20.6% | +50.2% | -29.6% | +3.2% |
| 1Y | +36.3% | +40.6% | -4.3% | +19.0% |
| 3Y | -0.1% | +17.2% | -17.4% | -10.3% |
| 5Y | -7.5% | +61.9% | -69.4% | -29.6% |
| 10Y | +90.2% | +159.3% | -69.1% | +12.7% |
| All | -27.5% | +1,312.4% | -1,339.9% | -69.3% |
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