-27.5%
AKAM vs AMT
+1,190.7%
-1,218.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -13.9% | +4.6% | -18.6% | -15.9% |
| 3M | -33.8% | -8.4% | -25.4% | -31.7% |
| 6M | +2.2% | -6.0% | +8.2% | +3.1% |
| YTD | +20.6% | +2.1% | +18.5% | +16.8% |
| 1Y | +36.3% | -6.4% | +42.7% | +36.9% |
| 3Y | -0.1% | +8.1% | -8.2% | -9.9% |
| 5Y | -7.5% | -31.9% | +24.4% | +1.2% |
| 10Y | +90.2% | +97.1% | -6.9% | +18.3% |
| All | -27.5% | +1,190.7% | -1,218.2% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling