-27.5%
AKAM vs LEN
+1,463.0%
-1,490.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.0% |
| 30D | -13.9% | -4.9% | -9.1% | -12.8% |
| 3M | -33.8% | -8.5% | -25.3% | -32.4% |
| 6M | +2.2% | -20.7% | +22.8% | +9.1% |
| YTD | +20.6% | -17.4% | +38.0% | +26.1% |
| 1Y | +36.3% | -38.2% | +74.6% | +56.6% |
| 3Y | -0.1% | -24.9% | +24.7% | +4.1% |
| 5Y | -7.5% | -11.4% | +3.9% | -11.7% |
| 10Y | +90.2% | +110.0% | -19.9% | +15.2% |
| All | -27.5% | +1,463.0% | -1,490.5% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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