-42.3%
AKAM vs M
+129.9%
-172.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.1% |
| 7D | -3.3% | +5.0% | -8.3% | -4.8% |
| 30D | -21.7% | +10.6% | -32.4% | -24.1% |
| 3M | -28.8% | +1.6% | -30.4% | -29.7% |
| 6M | -43.3% | +30.8% | -74.2% | -48.3% |
| YTD | -4.1% | +16.9% | -21.0% | -10.5% |
| 1Y | -3.9% | +26.3% | -30.2% | -12.6% |
| 3Y | -24.4% | +158.6% | -183.0% | -47.0% |
| 5Y | -23.8% | +2.1% | -25.8% | -36.7% |
| 10Y | +26.4% | -4.3% | +30.7% | -17.3% |
| All | -42.3% | +129.9% | -172.3% | -82.2% |
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