+0.8%
AKAM vs AG
+270.9%
-270.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -0.8% | +4.5% | -5.3% | -1.2% |
| 30D | -4.5% | +12.9% | -17.3% | -5.6% |
| 3M | -25.6% | +20.9% | -46.5% | -27.1% |
| 6M | +5.7% | -19.5% | +25.3% | +6.4% |
| YTD | +21.0% | +24.8% | -3.8% | +16.1% |
| 1Y | +33.9% | +120.2% | -86.4% | +21.0% |
| All | +0.8% | +270.9% | -270.1% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling