-27.5%
AKAM vs APD
+2,089.7%
-2,117.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -1.0% |
| 30D | -13.9% | +2.1% | -16.0% | -15.0% |
| 3M | -33.8% | +7.2% | -41.0% | -36.7% |
| 6M | +2.2% | +11.2% | -9.1% | -4.3% |
| YTD | +20.6% | +24.4% | -3.8% | +5.8% |
| 1Y | +36.3% | +6.7% | +29.6% | +28.5% |
| 3Y | -0.1% | +9.2% | -9.4% | -10.6% |
| 5Y | -7.5% | +27.4% | -34.9% | -26.1% |
| 10Y | +90.2% | +164.8% | -74.7% | -8.5% |
| All | -27.5% | +2,089.7% | -2,117.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling