+301.8%
AMD vs AKAM
-23.4%
+325.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.7% | +4.3% | +8.2% |
| 7D | -11.0% | -10.4% | -0.7% | -6.4% |
| 30D | -30.5% | -20.6% | -9.9% | -23.4% |
| 3M | -8.2% | -29.9% | +21.7% | +5.4% |
| 6M | +6.6% | -31.9% | +38.4% | +22.9% |
| YTD | +109.7% | -4.8% | +114.4% | +109.7% |
| 1Y | +88.9% | +13.8% | +75.1% | +73.3% |
| 3Y | +301.8% | -23.4% | +325.2% | +256.6% |
| All | +301.8% | -23.4% | +325.2% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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