-22.0%
AKAM vs CART
+133.8%
-155.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +11.2% | +1.2% | +10.0% | +11.0% |
| 30D | -13.4% | +17.8% | -31.2% | -15.4% |
| 3M | -29.5% | +20.7% | -50.2% | -31.6% |
| 6M | -42.1% | +49.7% | -91.8% | -46.1% |
| YTD | -0.8% | +30.0% | -30.8% | -6.1% |
| 1Y | -3.9% | +48.4% | -52.3% | -10.9% |
| All | -22.0% | +133.8% | -155.8% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling