+120.0%
AKAM vs AG
+445.6%
-325.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | -13.9% | +19.2% | -33.1% | -15.6% |
| 3M | -33.8% | +6.2% | -40.0% | -34.5% |
| 6M | +2.2% | -26.7% | +28.9% | +4.4% |
| YTD | +20.6% | +26.1% | -5.5% | +15.6% |
| 1Y | +36.3% | +131.7% | -95.3% | +21.9% |
| 3Y | -0.1% | +255.3% | -255.5% | -17.3% |
| 5Y | -7.5% | +61.9% | -69.5% | -19.4% |
| 10Y | +90.2% | +72.0% | +18.1% | +48.8% |
| All | +120.0% | +445.6% | -325.6% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling