-42.3%
AKAM vs APD
+2,184.4%
-2,226.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -3.3% | -0.2% | -3.0% | -3.1% |
| 30D | -21.7% | +11.0% | -32.7% | -26.1% |
| 3M | -28.8% | +2.0% | -30.8% | -29.9% |
| 6M | -43.3% | +7.1% | -50.4% | -45.9% |
| YTD | -4.1% | +29.8% | -33.8% | -17.9% |
| 1Y | -3.9% | +24.0% | -28.0% | -16.4% |
| 3Y | -24.4% | +27.2% | -51.6% | -37.3% |
| 5Y | -23.8% | +12.8% | -36.5% | -34.7% |
| 10Y | +26.4% | +185.0% | -158.6% | -41.7% |
| All | -42.3% | +2,184.4% | -2,226.7% | -84.0% |
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