-22.0%
AKAM vs ALL
+117.0%
-139.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.2% |
| 7D | +11.2% | 0.0% | +11.2% | +11.2% |
| 30D | -13.4% | +12.8% | -26.2% | -13.9% |
| 3M | -29.5% | +4.7% | -34.2% | -29.6% |
| 6M | -42.1% | +24.9% | -67.1% | -43.7% |
| YTD | -0.8% | +30.0% | -30.8% | -4.4% |
| 1Y | -3.9% | +29.9% | -33.9% | -7.5% |
| All | -22.0% | +117.0% | -139.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling