-27.5%
AKAM vs ARWR
+47.6%
-75.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | -13.9% | -0.7% | -13.3% | -13.9% |
| 3M | -33.8% | +14.9% | -48.7% | -34.0% |
| 6M | +2.2% | +32.6% | -30.5% | +1.7% |
| YTD | +20.6% | +30.0% | -9.5% | +20.1% |
| 1Y | +36.3% | +208.4% | -172.0% | +34.1% |
| 3Y | -0.1% | +208.8% | -208.9% | -2.2% |
| 5Y | -7.5% | +27.8% | -35.4% | -8.9% |
| 10Y | +90.2% | +1,107.6% | -1,017.4% | +80.3% |
| All | -27.5% | +47.6% | -75.1% | -32.2% |
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