+30.5%
AKAM vs CAPR
-65.7%
+96.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.3% |
| 7D | +2.8% | +5.9% | -3.1% | +2.7% |
| 30D | -6.9% | +44.6% | -51.5% | -7.1% |
| 3M | -31.8% | +126.4% | -158.2% | -32.3% |
| 6M | -47.0% | -68.6% | +21.6% | -46.9% |
| YTD | -2.1% | -67.0% | +64.9% | -2.0% |
| 1Y | -3.7% | +65.2% | -68.9% | -5.9% |
| 3Y | -23.0% | +235.6% | -258.6% | -25.9% |
| 5Y | -23.4% | +175.4% | -198.8% | -26.5% |
| All | +30.5% | -65.7% | +96.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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