-27.5%
AKAM vs ALL
+1,689.5%
-1,717.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -13.9% | -1.5% | -12.5% | -13.6% |
| 3M | -33.8% | +23.6% | -57.4% | -40.0% |
| 6M | +2.2% | +22.3% | -20.2% | -7.2% |
| YTD | +20.6% | +26.5% | -5.9% | +7.4% |
| 1Y | +36.3% | +27.0% | +9.3% | +20.9% |
| 3Y | -0.1% | +149.6% | -149.7% | -35.2% |
| 5Y | -7.5% | +118.1% | -125.6% | -38.8% |
| 10Y | +90.2% | +369.0% | -278.8% | -15.9% |
| All | -27.5% | +1,689.5% | -1,717.1% | -82.0% |
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