+33.2%
AKAM vs AMRZ
-17.3%
+50.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.6% | +0.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | -4.5% | -9.8% | +5.4% | -3.2% |
| 3M | -25.6% | -17.2% | -8.3% | -23.8% |
| 6M | +5.7% | -26.9% | +32.7% | +8.5% |
| YTD | +21.0% | -21.5% | +42.5% | +22.0% |
| 1Y | +33.9% | -22.9% | +56.8% | +35.3% |
| All | +33.2% | -17.3% | +50.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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