+26.4%
AKAM vs RF
+248.4%
-222.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | -3.3% | +0.3% | -3.6% | -3.3% |
| 30D | -21.7% | +6.2% | -27.9% | -22.6% |
| 3M | -28.8% | -7.8% | -21.0% | -27.8% |
| 6M | -43.3% | +5.9% | -49.3% | -44.1% |
| YTD | -4.1% | +9.0% | -13.1% | -6.2% |
| 1Y | -3.9% | +19.3% | -23.2% | -7.7% |
| 3Y | -24.4% | +116.4% | -140.9% | -34.1% |
| 5Y | -23.8% | +46.0% | -69.8% | -30.6% |
| 10Y | +26.4% | +239.8% | -213.4% | +11.0% |
| All | +26.4% | +248.4% | -222.0% | +11.0% |
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