+32.4%
AKAM vs ALL
+371.2%
-338.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +0.9% | -2.6% | +3.4% | +1.4% |
| 30D | -14.7% | +12.7% | -27.4% | -17.2% |
| 3M | -25.7% | +0.4% | -26.1% | -26.1% |
| 6M | -43.4% | +23.8% | -67.1% | -46.8% |
| YTD | -0.7% | +27.8% | -28.4% | -7.9% |
| 1Y | -4.3% | +28.9% | -33.2% | -11.6% |
| 3Y | -21.7% | +113.9% | -135.6% | -38.0% |
| 5Y | -20.7% | +157.4% | -178.1% | -42.4% |
| 10Y | +32.4% | +369.0% | -336.6% | -5.8% |
| All | +32.4% | +371.2% | -338.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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