+33.3%
AKAM vs REPL
-6.0%
+39.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -2.1% | -3.0% | +0.9% | -2.0% |
| 30D | -13.9% | +27.1% | -41.1% | -14.8% |
| 3M | -33.8% | +52.4% | -86.2% | -36.0% |
| 6M | +2.2% | +107.4% | -105.3% | -5.4% |
| YTD | +20.6% | +54.7% | -34.1% | +12.6% |
| 1Y | +36.3% | +158.9% | -122.6% | +23.2% |
| 3Y | -0.1% | -23.7% | +23.6% | -11.7% |
| 5Y | -7.5% | -54.3% | +46.8% | -17.7% |
| All | +33.3% | -6.0% | +39.3% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling