+62.7%
AKAM vs AR
-33.4%
+96.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.6% | +6.8% |
| 7D | -10.4% | -14.3% | +3.9% | -9.5% |
| 30D | -20.6% | +1.4% | -22.0% | -20.7% |
| 3M | -29.9% | +3.4% | -33.3% | -30.1% |
| 6M | -31.9% | -2.1% | -29.8% | -31.9% |
| YTD | -4.8% | +4.7% | -9.5% | -5.4% |
| 1Y | +13.8% | +10.6% | +3.2% | +12.6% |
| 3Y | -23.4% | +24.6% | -48.0% | -25.2% |
| 5Y | -22.6% | +71.9% | -94.4% | -26.6% |
| 10Y | +26.3% | +46.4% | -20.1% | +33.2% |
| All | +62.7% | -33.4% | +96.1% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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