-26.9%
AKAM vs REPL
+91.4%
-118.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -3.5% |
| 7D | -7.4% | +14.2% | -21.6% | -7.7% |
| 30D | -24.9% | +65.9% | -90.8% | -26.0% |
| 3M | -27.4% | +84.6% | -111.9% | -28.7% |
| 6M | -45.6% | +446.9% | -492.6% | -48.9% |
| YTD | -8.0% | +129.0% | -137.0% | -13.1% |
| 1Y | -4.1% | +167.9% | -172.0% | -9.6% |
| 3Y | -26.9% | +93.9% | -120.8% | -33.5% |
| All | -26.9% | +91.4% | -118.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling