+30.5%
AKAM vs RF
+223.4%
-192.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.6% |
| 7D | +2.8% | +1.9% | +0.8% | +2.4% |
| 30D | -6.9% | +7.3% | -14.2% | -8.1% |
| 3M | -31.8% | -7.9% | -23.9% | -30.9% |
| 6M | -47.0% | +10.5% | -57.5% | -48.1% |
| YTD | -2.1% | +9.6% | -11.8% | -4.4% |
| 1Y | -3.7% | +20.3% | -24.0% | -7.6% |
| 3Y | -23.0% | +119.5% | -142.6% | -33.1% |
| 5Y | -23.4% | +48.2% | -71.6% | -30.5% |
| All | +30.5% | +223.4% | -192.9% | +13.6% |
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