+1,377.3%
AMGN vs AKAM
-4.0%
+1,381.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.4% | -10.4% | -10.1% |
| 7D | -10.3% | -0.8% | -9.5% | -10.2% |
| 30D | -3.8% | -4.5% | +0.7% | -3.4% |
| 3M | +14.4% | -25.6% | +39.9% | +18.1% |
| 6M | +7.8% | +5.7% | +2.1% | +5.4% |
| YTD | +22.6% | +21.0% | +1.5% | +17.4% |
| 1Y | +44.2% | +33.9% | +10.3% | +36.2% |
| 3Y | +65.8% | +0.9% | +64.9% | +60.2% |
| 5Y | +108.0% | -6.9% | +114.8% | +101.4% |
| 10Y | +209.9% | +97.4% | +112.5% | +171.3% |
| All | +1,377.3% | -4.0% | +1,381.3% | +951.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling