+729.2%
AKAM vs IAU
+875.8%
-146.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -13.9% | +4.4% | -18.4% | -14.4% |
| 3M | -33.8% | -1.1% | -32.8% | -33.8% |
| 6M | +2.2% | -13.7% | +15.9% | +3.7% |
| YTD | +20.6% | +2.7% | +17.9% | +19.7% |
| 1Y | +36.3% | +24.6% | +11.7% | +32.1% |
| 3Y | -0.1% | +126.8% | -127.0% | -10.2% |
| 5Y | -7.5% | +139.5% | -147.0% | -17.7% |
| 10Y | +90.2% | +226.3% | -136.1% | +63.9% |
| All | +729.2% | +875.8% | -146.6% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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