-41.2%
AKAM vs APA
+327.8%
-369.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | +2.8% | +8.5% | -5.8% | +1.3% |
| 30D | -6.9% | +2.8% | -9.7% | -7.4% |
| 3M | -31.8% | +21.7% | -53.6% | -34.5% |
| 6M | -47.0% | +32.6% | -79.6% | -50.2% |
| YTD | -2.1% | +103.7% | -105.8% | -15.9% |
| 1Y | -3.7% | +101.8% | -105.5% | -17.3% |
| 3Y | -23.0% | +48.1% | -71.1% | -32.2% |
| 5Y | -23.4% | +91.9% | -115.3% | -39.1% |
| 10Y | +30.5% | +8.4% | +22.1% | -4.3% |
| All | -41.2% | +327.8% | -369.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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