+401.2%
AMD vs AKAM
-21.7%
+422.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +44.7% | +11.2% | +33.5% | +38.4% |
| 30D | -3.3% | -13.4% | +10.0% | +2.9% |
| 3M | +21.2% | -29.5% | +50.7% | +38.7% |
| 6M | +30.6% | -42.1% | +72.7% | +59.2% |
| YTD | +173.3% | -0.8% | +174.1% | +168.3% |
| 1Y | +126.1% | -3.9% | +130.0% | +124.4% |
| All | +401.2% | -21.7% | +422.8% | +337.2% |
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