+32.3%
AKAM vs AG
+80.4%
-48.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.1% | +0.2% |
| 7D | +11.2% | -6.0% | +17.2% | +11.6% |
| 30D | -13.4% | -14.3% | +1.0% | -12.6% |
| 3M | -29.5% | -26.9% | -2.6% | -28.2% |
| 6M | -42.1% | -42.1% | 0.0% | -40.4% |
| YTD | -0.8% | -15.9% | +15.1% | -0.9% |
| 1Y | -3.9% | +11.5% | -15.4% | -5.7% |
| 3Y | -21.9% | +208.0% | -229.8% | -28.7% |
| 5Y | -22.4% | +2.4% | -24.8% | -27.1% |
| All | +32.3% | +80.4% | -48.1% | +20.3% |
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