+4.5%
AKAM vs ADVB
-95.9%
+100.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +42.7% | -42.8% | -0.5% |
| 7D | +11.2% | +74.2% | -63.0% | +10.5% |
| 30D | -13.4% | -35.9% | +22.5% | -13.5% |
| 3M | -29.5% | -56.4% | +26.9% | -29.5% |
| 6M | -42.1% | -36.7% | -5.4% | -42.8% |
| YTD | -0.8% | -43.3% | +42.5% | -3.3% |
| 1Y | -3.9% | -63.4% | +59.5% | -5.1% |
| All | +4.5% | -95.9% | +100.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling