-41.2%
AKAM vs AME
+9,982.1%
-10,023.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.6% |
| 7D | +2.8% | +5.9% | -3.1% | -1.3% |
| 30D | -6.9% | -1.9% | -5.0% | -5.8% |
| 3M | -31.8% | -5.4% | -26.5% | -29.3% |
| 6M | -47.0% | +4.9% | -51.9% | -48.8% |
| YTD | -2.1% | +18.5% | -20.6% | -13.9% |
| 1Y | -3.7% | +25.5% | -29.2% | -18.6% |
| 3Y | -23.0% | +63.0% | -86.1% | -46.8% |
| 5Y | -23.4% | +78.3% | -101.7% | -51.1% |
| 10Y | +30.5% | +447.1% | -416.6% | -67.3% |
| All | -41.2% | +9,982.1% | -10,023.3% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling