+40.3%
AKAM vs REPL
-9.7%
+50.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.0% | +4.9% |
| 7D | +5.4% | -9.6% | +15.0% | +5.8% |
| 30D | -5.9% | +5.7% | -11.6% | -6.1% |
| 3M | -19.6% | +56.4% | -76.0% | -22.3% |
| 6M | +8.5% | +67.4% | -59.0% | +1.2% |
| YTD | +26.9% | +48.7% | -21.7% | +18.7% |
| 1Y | +41.7% | +148.3% | -106.6% | +28.3% |
| 3Y | +5.8% | -26.7% | +32.5% | -6.4% |
| 5Y | -2.3% | -54.1% | +51.8% | -13.1% |
| All | +40.3% | -9.7% | +50.0% | +10.8% |
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