+106.1%
AKAM vs AR
-27.2%
+133.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -13.9% | +14.8% | -28.7% | -14.7% |
| 3M | -33.8% | +6.2% | -40.0% | -34.1% |
| 6M | +2.2% | +4.3% | -2.1% | +1.7% |
| YTD | +20.6% | +14.4% | +6.2% | +19.2% |
| 1Y | +36.3% | +21.3% | +15.0% | +34.0% |
| 3Y | -0.1% | +39.8% | -39.9% | -3.2% |
| 5Y | -7.5% | +142.1% | -149.6% | -14.0% |
| 10Y | +90.2% | +52.0% | +38.1% | +100.9% |
| All | +106.1% | -27.2% | +133.3% | +140.8% |
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