-29.9%
AKAM vs WM
+4.6%
-34.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +5.3% |
| 7D | -10.4% | +1.2% | -11.6% | -9.9% |
| 30D | -20.6% | +13.1% | -33.6% | -8.8% |
| 3M | -29.9% | +3.6% | -33.5% | -28.1% |
| All | -29.9% | +4.6% | -34.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3mo: compounded portfolio wealth divided by compounded WM 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…
3mo analysis · Full analysis span regression · Available span rolling