+5.7%
AKAM vs AME
+55.9%
-50.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +5.4% | +1.3% | +4.1% | +4.7% |
| 30D | -5.9% | -6.6% | +0.7% | -3.0% |
| 3M | -19.6% | +3.0% | -22.6% | -20.7% |
| 6M | +8.5% | +5.3% | +3.2% | +5.7% |
| YTD | +26.9% | +15.4% | +11.5% | +17.4% |
| 1Y | +41.7% | +26.8% | +14.9% | +24.8% |
| All | +5.7% | +55.9% | -50.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling