-27.5%
AKAM vs GAP
+8.7%
-36.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.1% | -4.5% | +2.4% | -1.0% |
| 30D | -13.9% | +9.0% | -23.0% | -16.2% |
| 3M | -33.8% | +5.0% | -38.8% | -35.1% |
| 6M | +2.2% | -17.8% | +20.0% | +5.0% |
| YTD | +20.6% | -10.4% | +31.0% | +20.5% |
| 1Y | +36.3% | -3.4% | +39.7% | +32.9% |
| 3Y | -0.1% | +111.5% | -111.6% | -27.7% |
| 5Y | -7.5% | +8.8% | -16.4% | -25.9% |
| 10Y | +90.2% | +32.9% | +57.3% | +9.7% |
| All | -27.5% | +8.7% | -36.3% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling