-42.8%
AKAM vs RF
+185.2%
-227.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | -10.4% | -0.9% | -9.5% | -10.2% |
| 30D | -20.6% | +6.0% | -26.6% | -21.7% |
| 3M | -29.9% | -8.9% | -21.0% | -28.3% |
| 6M | -31.9% | +2.3% | -34.2% | -32.6% |
| YTD | -4.8% | +7.6% | -12.3% | -7.2% |
| 1Y | +13.8% | +21.2% | -7.3% | +7.6% |
| 3Y | -23.4% | +108.5% | -131.9% | -37.1% |
| 5Y | -22.6% | +43.2% | -65.8% | -31.9% |
| 10Y | +26.3% | +288.1% | -261.8% | -22.1% |
| All | -42.8% | +185.2% | -227.9% | -74.5% |
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 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