+101.2%
AKAM vs RF
+337.1%
-236.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | -4.5% | -3.4% | -1.1% | -3.9% |
| 3M | -25.6% | +6.4% | -31.9% | -26.5% |
| 6M | +5.7% | +13.4% | -7.7% | +3.1% |
| YTD | +21.0% | +14.2% | +6.8% | +17.4% |
| 1Y | +33.9% | +15.7% | +18.2% | +29.4% |
| 3Y | +0.9% | +91.3% | -90.4% | -10.9% |
| 5Y | -6.9% | +89.8% | -96.6% | -18.2% |
| All | +101.2% | +337.1% | -236.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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