+944.2%
APH vs AKAM
+31.5%
+912.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -8.0% | -14.7% | +6.7% | -4.6% |
| 3M | -5.0% | -25.7% | +20.7% | +1.4% |
| 6M | +29.9% | -43.4% | +73.3% | +46.6% |
| YTD | +18.0% | -0.7% | +18.6% | +10.0% |
| 1Y | +11.3% | -4.3% | +15.7% | +4.9% |
| 3Y | +274.9% | -21.7% | +296.7% | +263.0% |
| 5Y | +300.6% | -20.7% | +321.3% | +280.2% |
| 10Y | +944.2% | +32.4% | +911.8% | +707.8% |
| All | +944.2% | +31.5% | +912.7% | +707.8% |
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