-22.0%
AKAM vs W
+160.9%
-182.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.2% |
| 7D | +11.2% | -1.7% | +12.9% | +11.4% |
| 30D | -13.4% | +3.2% | -16.6% | -13.8% |
| 3M | -29.5% | +8.3% | -37.8% | -30.4% |
| 6M | -42.1% | +84.3% | -126.4% | -48.0% |
| YTD | -0.8% | +11.0% | -11.8% | -4.8% |
| 1Y | -3.9% | -0.2% | -3.7% | -6.3% |
| All | -22.0% | +160.9% | -182.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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