-27.5%
AKAM vs AME
+9,784.9%
-9,812.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -13.9% | -6.7% | -7.3% | -9.9% |
| 3M | -33.8% | +4.1% | -37.9% | -35.8% |
| 6M | +2.2% | +1.6% | +0.6% | +0.3% |
| YTD | +20.6% | +16.1% | +4.5% | +7.5% |
| 1Y | +36.3% | +27.3% | +9.0% | +13.7% |
| 3Y | -0.1% | +50.9% | -51.0% | -27.3% |
| 5Y | -7.5% | +81.4% | -88.9% | -41.8% |
| 10Y | +90.2% | +417.0% | -326.8% | -50.4% |
| All | -27.5% | +9,784.9% | -9,812.4% | -97.7% |
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