+33.9%
AKAM vs CART
+5.2%
+28.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.4% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | -4.5% | -4.3% | -0.1% | -3.9% |
| 3M | -25.6% | +13.1% | -38.7% | -28.2% |
| 6M | +5.7% | +26.0% | -20.3% | -1.3% |
| YTD | +21.0% | +6.7% | +14.3% | +15.7% |
| 1Y | +33.9% | +6.3% | +27.6% | +20.2% |
| All | +33.9% | +5.2% | +28.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling