+78.5%
AKAM vs AMC
-97.7%
+176.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.7% |
| 7D | -10.4% | +2.6% | -13.0% | -10.5% |
| 30D | -20.6% | +9.0% | -29.6% | -20.8% |
| 3M | -29.9% | +22.2% | -52.1% | -30.4% |
| 6M | -31.9% | +91.5% | -123.4% | -33.5% |
| YTD | -4.8% | +101.3% | -106.0% | -7.4% |
| 1Y | +13.8% | +20.8% | -6.9% | +12.2% |
| 3Y | -23.4% | -71.3% | +47.9% | -22.9% |
| 5Y | -22.6% | -99.2% | +76.7% | -17.7% |
| 10Y | +26.3% | -98.7% | +125.0% | +45.3% |
| All | +78.5% | -97.7% | +176.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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