-1.1%
AKAM vs GAP
+5.2%
-6.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.4% | +5.4% |
| 7D | +5.4% | -3.2% | +8.6% | +5.8% |
| 30D | -5.9% | -0.7% | -5.2% | -6.1% |
| 3M | -19.6% | -0.5% | -19.2% | -19.9% |
| 6M | +8.5% | -5.0% | +13.4% | +8.0% |
| YTD | +26.9% | -14.7% | +41.6% | +27.7% |
| 1Y | +41.7% | -8.6% | +50.3% | +40.7% |
| 3Y | +5.8% | +108.4% | -102.6% | -8.9% |
| All | -1.1% | +5.2% | -6.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling