-40.4%
AKAM vs ALL
+1,738.6%
-1,779.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.8% |
| 7D | +11.2% | 0.0% | +11.2% | +11.0% |
| 30D | -13.4% | +12.8% | -26.2% | -17.8% |
| 3M | -29.5% | +4.7% | -34.2% | -31.4% |
| 6M | -42.1% | +24.9% | -67.1% | -48.2% |
| YTD | -0.8% | +30.0% | -30.8% | -13.3% |
| 1Y | -3.9% | +29.9% | -33.9% | -16.1% |
| 3Y | -21.9% | +117.5% | -139.4% | -46.5% |
| 5Y | -22.4% | +161.7% | -184.1% | -52.9% |
| 10Y | +32.3% | +377.1% | -344.8% | -42.4% |
| All | -40.4% | +1,738.6% | -1,779.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling