+266.8%
AKAM vs AMCR
+97.2%
+169.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.3% |
| 7D | +5.4% | -6.3% | +11.7% | +6.5% |
| 30D | -5.9% | -7.1% | +1.3% | -4.8% |
| 3M | -19.6% | +12.7% | -32.3% | -21.7% |
| 6M | +8.5% | +5.2% | +3.3% | +6.8% |
| YTD | +26.9% | +8.1% | +18.9% | +23.8% |
| 1Y | +41.7% | +11.7% | +30.0% | +37.4% |
| 3Y | +5.8% | +9.9% | -4.1% | +3.0% |
| 5Y | -2.3% | -8.7% | +6.3% | -2.7% |
| 10Y | +111.0% | +16.8% | +94.1% | +103.0% |
| All | +266.8% | +97.2% | +169.6% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling