+50.7%
AKAM vs CAPR
-99.1%
+149.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -9.9% | +14.2% | +4.3% |
| 7D | -3.3% | +7.6% | -10.9% | -3.3% |
| 30D | -21.7% | +13.3% | -35.0% | -21.8% |
| 3M | -28.8% | +130.4% | -159.2% | -29.2% |
| 6M | -43.3% | -70.8% | +27.5% | -43.2% |
| YTD | -4.1% | -69.3% | +65.2% | -3.9% |
| 1Y | -3.9% | +59.5% | -63.4% | -5.6% |
| 3Y | -24.4% | +216.8% | -241.2% | -26.5% |
| 5Y | -23.8% | +152.7% | -176.5% | -25.9% |
| 10Y | +26.4% | -68.2% | +94.6% | +21.7% |
| All | +50.7% | -99.1% | +149.8% | +40.4% |
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