-31.2%
AKAM vs AS
+123.4%
-154.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +2.8% | -4.9% | +7.6% | +3.5% |
| 30D | -6.9% | +3.9% | -10.8% | -7.6% |
| 3M | -31.8% | -9.6% | -22.2% | -31.0% |
| 6M | -47.0% | -8.7% | -38.3% | -46.7% |
| YTD | -2.1% | -19.8% | +17.7% | -0.2% |
| 1Y | -3.7% | -1.5% | -2.1% | -5.7% |
| All | -31.2% | +123.4% | -154.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling