+153.9%
AKAM vs INDA
+121.8%
+32.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -6.9% | +9.4% | -16.3% | -10.3% |
| 3M | -31.8% | +2.9% | -34.8% | -32.6% |
| 6M | -47.0% | +7.2% | -54.2% | -48.5% |
| YTD | -2.1% | -4.8% | +2.7% | -0.7% |
| 1Y | -3.7% | -5.1% | +1.4% | -2.2% |
| 3Y | -23.0% | +16.7% | -39.7% | -28.3% |
| 5Y | -23.4% | +8.8% | -32.2% | -26.9% |
| 10Y | +30.5% | +116.2% | -85.7% | -10.3% |
| All | +153.9% | +121.8% | +32.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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