-18.3%
AKAM vs AFRM
-25.1%
+6.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +9.0% | +7.0% |
| 7D | -10.4% | -7.3% | -3.1% | -9.7% |
| 30D | -20.6% | -9.6% | -11.0% | -19.8% |
| 3M | -29.9% | -11.1% | -18.9% | -29.3% |
| 6M | -31.9% | +3.9% | -35.7% | -32.5% |
| YTD | -4.8% | -8.5% | +3.7% | -5.1% |
| 1Y | +13.8% | +3.3% | +10.6% | +12.0% |
| 3Y | -23.4% | +213.7% | -237.1% | -32.9% |
| 5Y | -22.6% | -58.5% | +36.0% | -32.4% |
| All | -18.3% | -25.1% | +6.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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