-27.3%
AKAM vs AFL
+1,441.1%
-1,468.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -4.5% | -7.1% | +2.7% | -2.0% |
| 3M | -25.6% | +0.4% | -26.0% | -26.0% |
| 6M | +5.7% | +4.5% | +1.2% | +3.6% |
| YTD | +21.0% | +6.1% | +15.0% | +17.7% |
| 1Y | +33.9% | +10.6% | +23.3% | +28.0% |
| 3Y | +0.9% | +64.0% | -63.1% | -17.2% |
| 5Y | -6.9% | +133.7% | -140.6% | -33.6% |
| 10Y | +97.4% | +298.0% | -200.6% | +6.5% |
| All | -27.3% | +1,441.1% | -1,468.4% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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