-27.5%
AKAM vs APA
+275.9%
-303.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -13.9% | +23.4% | -37.3% | -17.4% |
| 3M | -33.8% | +12.7% | -46.5% | -35.6% |
| 6M | +2.2% | +39.4% | -37.2% | -5.1% |
| YTD | +20.6% | +79.0% | -58.4% | +6.3% |
| 1Y | +36.3% | +88.8% | -52.5% | +18.1% |
| 3Y | -0.1% | +6.4% | -6.5% | -6.4% |
| 5Y | -7.5% | +153.0% | -160.5% | -30.8% |
| 10Y | +90.2% | +7.5% | +82.6% | +37.0% |
| All | -27.5% | +275.9% | -303.4% | -37.2% |
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