+207.2%
AKAM vs GRMN
+6,655.2%
-6,448.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | -2.9% | +0.8% | -1.0% |
| 30D | -13.9% | -8.4% | -5.5% | -10.9% |
| 3M | -33.8% | +15.0% | -48.8% | -38.1% |
| 6M | +2.2% | +11.2% | -9.0% | -3.7% |
| YTD | +20.6% | +37.7% | -17.1% | +3.6% |
| 1Y | +36.3% | +18.5% | +17.8% | +23.9% |
| 3Y | -0.1% | +175.8% | -175.9% | -38.5% |
| 5Y | -7.5% | +75.1% | -82.6% | -32.4% |
| 10Y | +90.2% | +637.0% | -546.9% | -26.7% |
| All | +207.2% | +6,655.2% | -6,448.0% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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