-24.3%
AKAM vs M
+124.7%
-149.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.6% | +11.3% | +7.5% |
| 7D | -10.4% | -4.3% | -6.1% | -9.8% |
| 30D | -20.6% | +1.3% | -21.8% | -20.8% |
| 3M | -29.9% | -7.4% | -22.5% | -29.2% |
| 6M | -31.9% | +18.3% | -50.2% | -34.5% |
| YTD | -4.8% | +7.6% | -12.3% | -7.4% |
| 1Y | +13.8% | +17.4% | -3.6% | +8.3% |
| All | -24.3% | +124.7% | -149.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling