+111.0%
AKAM vs AMT
+96.3%
+14.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +4.9% |
| 7D | +5.4% | +1.5% | +3.9% | +5.0% |
| 30D | -5.9% | +3.7% | -9.6% | -6.9% |
| 3M | -19.6% | -7.2% | -12.4% | -18.3% |
| 6M | +8.5% | -4.2% | +12.6% | +8.7% |
| YTD | +26.9% | +1.9% | +25.1% | +24.6% |
| 1Y | +41.7% | -6.4% | +48.1% | +42.5% |
| 3Y | +5.8% | +7.7% | -1.9% | -1.6% |
| 5Y | -2.3% | -30.9% | +28.6% | +5.2% |
| 10Y | +111.0% | +105.4% | +5.6% | +73.9% |
| All | +111.0% | +96.3% | +14.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling