+1,041.3%
APH vs AKAM
+95.9%
+945.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -3.3% | -4.5% | +1.1% | -2.4% |
| 3M | +14.0% | -25.6% | +39.6% | +21.5% |
| 6M | +24.4% | +5.7% | +18.7% | +17.3% |
| YTD | +21.4% | +21.0% | +0.4% | +8.8% |
| 1Y | +48.9% | +33.9% | +15.0% | +28.6% |
| 3Y | +290.1% | +0.9% | +289.2% | +256.1% |
| 5Y | +352.8% | -6.9% | +359.7% | +317.2% |
| 10Y | +1,041.3% | +97.4% | +943.9% | +740.8% |
| All | +1,041.3% | +95.9% | +945.3% | +740.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling