+9.8%
AKAM vs REPL
+36.1%
-26.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +10.0% | +3.8% |
| 7D | +0.9% | +5.3% | -4.4% | +0.7% |
| 30D | -14.7% | +66.6% | -81.4% | -16.6% |
| 3M | -25.7% | +59.6% | -85.3% | -27.2% |
| 6M | -43.4% | +482.4% | -525.7% | -48.6% |
| YTD | -0.7% | +124.1% | -124.7% | -8.8% |
| 1Y | -4.3% | +138.6% | -142.9% | -12.4% |
| 3Y | -21.7% | +96.0% | -117.8% | -34.5% |
| 5Y | -20.7% | -35.4% | +14.7% | -30.4% |
| All | +9.8% | +36.1% | -26.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling