-41.2%
AKAM vs GAP
+2.9%
-44.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +2.8% | -1.9% | +4.7% | +3.2% |
| 30D | -6.9% | -7.1% | +0.2% | -5.4% |
| 3M | -31.8% | +4.1% | -35.9% | -33.1% |
| 6M | -47.0% | +1.9% | -48.9% | -48.3% |
| YTD | -2.1% | -15.2% | +13.1% | -1.3% |
| 1Y | -3.7% | -10.6% | +6.9% | -4.4% |
| 3Y | -23.0% | +74.6% | -97.6% | -41.2% |
| 5Y | -23.4% | +3.7% | -27.1% | -37.8% |
| 10Y | +30.5% | +2.4% | +28.1% | -16.6% |
| All | -41.2% | +2.9% | -44.1% | -75.2% |
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