+101.8%
AKAM vs CAPR
-78.6%
+180.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -3.2% |
| 7D | +0.6% | -10.6% | +11.2% | +0.7% |
| 30D | -8.2% | +111.2% | -119.4% | -8.7% |
| 3M | -17.6% | -67.2% | +49.7% | -17.3% |
| 6M | +2.5% | -75.1% | +77.7% | +2.9% |
| YTD | +22.8% | -71.2% | +94.0% | +23.1% |
| 1Y | +39.6% | +31.1% | +8.5% | +36.6% |
| 3Y | +2.3% | +31.3% | -29.0% | -0.8% |
| 5Y | -4.3% | +69.4% | -73.7% | -7.8% |
| All | +101.8% | -78.6% | +180.4% | +100.8% |
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