-27.5%
AKAM vs M
+109.5%
-137.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | -2.1% | +4.7% | -6.8% | -3.3% |
| 30D | -13.9% | -9.6% | -4.3% | -11.7% |
| 3M | -33.8% | +0.9% | -34.7% | -34.5% |
| 6M | +2.2% | +22.3% | -20.1% | -4.4% |
| YTD | +20.6% | +6.5% | +14.1% | +16.1% |
| 1Y | +36.3% | +38.8% | -2.5% | +21.3% |
| 3Y | -0.1% | +115.9% | -116.0% | -26.2% |
| 5Y | -7.5% | +28.6% | -36.2% | -29.1% |
| 10Y | +90.2% | -2.5% | +92.7% | +21.6% |
| All | -27.5% | +109.5% | -137.0% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling