+44.6%
AKAM vs CAPR
-99.0%
+143.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.4% | -12.8% | -3.4% |
| 7D | -7.4% | +36.0% | -43.4% | -7.5% |
| 30D | -24.9% | +25.8% | -50.7% | -25.0% |
| 3M | -27.4% | +140.8% | -168.2% | -27.8% |
| 6M | -45.6% | -67.6% | +21.9% | -45.5% |
| YTD | -8.0% | -65.9% | +57.9% | -7.9% |
| 1Y | -4.1% | +66.1% | -70.2% | -5.9% |
| 3Y | -26.9% | +256.9% | -283.8% | -28.9% |
| 5Y | -26.6% | +172.1% | -198.7% | -28.7% |
| 10Y | +20.7% | -64.7% | +85.4% | +16.1% |
| All | +44.6% | -99.0% | +143.6% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling