-40.4%
AKAM vs ARWR
-19.4%
-21.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | -0.1% |
| 7D | +11.2% | -17.9% | +29.1% | +11.5% |
| 30D | -13.4% | -18.9% | +5.5% | -13.1% |
| 3M | -29.5% | -46.0% | +16.5% | -29.0% |
| 6M | -42.1% | -40.3% | -1.8% | -41.8% |
| YTD | -0.8% | -29.0% | +28.2% | -0.5% |
| 1Y | -3.9% | +13.8% | -17.8% | -4.3% |
| 3Y | -21.9% | +74.9% | -96.7% | -22.9% |
| 5Y | -22.4% | -36.2% | +13.9% | -22.8% |
| 10Y | +32.3% | +1,028.0% | -995.7% | +25.8% |
| All | -40.4% | -19.4% | -21.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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