-22.0%
AKAM vs RF
+117.2%
-139.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +11.2% | +0.4% | +10.9% | +11.0% |
| 30D | -13.4% | +5.6% | -18.9% | -14.9% |
| 3M | -29.5% | -8.9% | -20.6% | -27.4% |
| 6M | -42.1% | +7.1% | -49.2% | -43.9% |
| YTD | -0.8% | +8.3% | -9.1% | -5.7% |
| 1Y | -3.9% | +16.8% | -20.8% | -11.8% |
| All | -22.0% | +117.2% | -139.2% | -37.5% |
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