+0.9%
AKAM vs CAPR
+42.0%
-41.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.4% |
| 7D | -0.8% | -9.5% | +8.7% | -0.8% |
| 30D | -4.5% | +121.5% | -126.0% | -4.8% |
| 3M | -25.6% | -65.4% | +39.8% | -25.4% |
| 6M | +5.7% | -67.5% | +73.3% | +6.0% |
| YTD | +21.0% | -68.6% | +89.7% | +21.3% |
| 1Y | +33.9% | +42.7% | -8.8% | +31.4% |
| 3Y | +0.9% | +43.4% | -42.5% | -2.6% |
| All | +0.9% | +42.0% | -41.1% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling