+101.8%
AKAM vs AG
+73.4%
+28.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -3.0% |
| 7D | +0.6% | -5.8% | +6.4% | +1.0% |
| 30D | -8.2% | +6.4% | -14.5% | -8.6% |
| 3M | -17.6% | +28.4% | -45.9% | -18.9% |
| 6M | +2.5% | -24.5% | +27.0% | +3.5% |
| YTD | +22.8% | +21.2% | +1.6% | +20.1% |
| 1Y | +39.6% | +114.1% | -74.5% | +31.8% |
| 3Y | +2.3% | +268.0% | -265.7% | -7.6% |
| 5Y | -4.3% | +67.3% | -71.6% | -12.1% |
| All | +101.8% | +73.4% | +28.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling