-24.7%
AKAM vs CART
+39.2%
-63.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.4% |
| 7D | -7.4% | +1.5% | -8.9% | -7.5% |
| 30D | -24.9% | +22.4% | -47.3% | -26.9% |
| 3M | -27.4% | +16.5% | -43.9% | -28.9% |
| 6M | -45.6% | +44.9% | -90.5% | -48.7% |
| YTD | -8.0% | +30.0% | -37.9% | -12.4% |
| 1Y | -4.1% | +59.1% | -63.2% | -11.1% |
| 3Y | -26.9% | +138.8% | -165.7% | -34.8% |
| All | -24.7% | +39.2% | -63.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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