-23.5%
AKAM vs WM
+59.1%
-82.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +7.0% |
| 7D | -10.4% | +1.2% | -11.6% | -10.6% |
| 30D | -20.6% | +13.1% | -33.6% | -22.1% |
| 3M | -29.9% | +3.6% | -33.5% | -30.3% |
| 6M | -31.9% | +8.1% | -40.0% | -33.3% |
| YTD | -4.8% | +8.9% | -13.7% | -7.2% |
| 1Y | +13.8% | +20.3% | -6.5% | +7.4% |
| 3Y | -23.4% | +46.2% | -69.5% | -33.4% |
| All | -23.5% | +59.1% | -82.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling