-37.2%
AKAM vs AS
+133.7%
-171.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -9.1% |
| 7D | -21.7% | +7.1% | -28.8% | -22.5% |
| 30D | -28.3% | +12.8% | -41.2% | -29.7% |
| 3M | -36.3% | -14.7% | -21.6% | -35.0% |
| 6M | -34.0% | -9.9% | -24.1% | -33.4% |
| YTD | -10.8% | -16.1% | +5.4% | -9.6% |
| 1Y | +6.7% | +0.2% | +6.5% | +4.4% |
| All | -37.2% | +133.7% | -171.0% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling