+0.3%
AKAM vs ADVB
-97.5%
+97.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +6.7% |
| 7D | -10.4% | -13.9% | +3.5% | -10.3% |
| 30D | -20.6% | -68.1% | +47.5% | -20.2% |
| 3M | -29.9% | -73.4% | +43.5% | -29.6% |
| 6M | -31.9% | -70.8% | +38.9% | -32.3% |
| YTD | -4.8% | -66.1% | +61.3% | -6.7% |
| 1Y | +13.8% | -77.5% | +91.3% | +12.9% |
| All | +0.3% | -97.5% | +97.9% | +19.5% |
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