+36.3%
AKAM vs AMCR
+13.1%
+23.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | -13.9% | -4.1% | -9.9% | -13.6% |
| 3M | -33.8% | +21.7% | -55.5% | -36.9% |
| 6M | +2.2% | +1.5% | +0.7% | -1.2% |
| YTD | +20.6% | +13.1% | +7.5% | +11.3% |
| 1Y | +36.3% | +13.0% | +23.3% | +27.5% |
| All | +36.3% | +13.1% | +23.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling