+111.0%
AKAM vs APD
+162.9%
-52.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +5.4% | -4.6% | +10.0% | +7.1% |
| 30D | -5.9% | -4.2% | -1.7% | -4.5% |
| 3M | -19.6% | +5.0% | -24.6% | -21.5% |
| 6M | +8.5% | +8.9% | -0.5% | +4.6% |
| YTD | +26.9% | +21.9% | +5.0% | +16.8% |
| 1Y | +41.7% | +5.6% | +36.1% | +37.0% |
| 3Y | +5.8% | +6.9% | -1.1% | -0.1% |
| 5Y | -2.3% | +25.3% | -27.7% | -15.5% |
| 10Y | +111.0% | +169.1% | -58.1% | +18.6% |
| All | +111.0% | +162.9% | -52.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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