-27.5%
AKAM vs RF
+206.4%
-233.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -13.9% | -3.6% | -10.3% | -13.2% |
| 3M | -33.8% | +8.1% | -41.9% | -35.2% |
| 6M | +2.2% | +11.5% | -9.3% | -0.9% |
| YTD | +20.6% | +15.6% | +5.0% | +15.4% |
| 1Y | +36.3% | +15.7% | +20.6% | +30.3% |
| 3Y | -0.1% | +86.9% | -87.0% | -16.1% |
| 5Y | -7.5% | +89.8% | -97.4% | -24.3% |
| 10Y | +90.2% | +344.7% | -254.5% | +13.3% |
| All | -27.5% | +206.4% | -233.9% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling