-23.4%
AKAM vs RF
+104.8%
-128.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | -10.4% | -0.9% | -9.5% | -10.1% |
| 30D | -20.6% | +6.0% | -26.6% | -22.0% |
| 3M | -29.9% | -8.9% | -21.0% | -27.8% |
| 6M | -31.9% | +2.3% | -34.2% | -33.0% |
| YTD | -4.8% | +7.6% | -12.3% | -9.2% |
| 1Y | +13.8% | +21.2% | -7.3% | +2.9% |
| 3Y | -23.4% | +108.5% | -131.9% | -38.1% |
| All | -23.4% | +104.8% | -128.2% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling