-2.3%
AKAM vs REPL
-53.9%
+51.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.0% | +4.9% |
| 7D | +5.4% | -9.6% | +15.0% | +5.7% |
| 30D | -5.9% | +5.7% | -11.6% | -6.1% |
| 3M | -19.6% | +56.4% | -76.0% | -22.0% |
| 6M | +8.5% | +67.4% | -59.0% | +2.1% |
| YTD | +26.9% | +48.7% | -21.7% | +19.6% |
| 1Y | +41.7% | +148.3% | -106.6% | +30.5% |
| 3Y | +5.8% | -26.7% | +32.5% | -2.5% |
| 5Y | -2.3% | -54.1% | +51.8% | -12.1% |
| All | -2.3% | -53.9% | +51.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling