+9,539.9%
APH vs AKAM
-4.3%
+9,544.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.1% | -44.7% | -47.1% |
| 7D | -48.7% | -5.4% | -43.3% | -47.8% |
| 30D | -51.9% | -13.9% | -38.0% | -50.2% |
| 3M | -43.6% | -33.8% | -9.7% | -38.6% |
| 6M | -37.5% | +2.2% | -39.7% | -39.3% |
| YTD | -38.6% | +20.6% | -59.2% | -42.7% |
| 1Y | -26.3% | +36.3% | -62.6% | -33.3% |
| 3Y | +89.2% | -0.1% | +89.3% | +79.8% |
| 5Y | +119.8% | -7.5% | +127.3% | +111.0% |
| 10Y | +454.3% | +90.2% | +364.1% | +346.8% |
| All | +9,539.9% | -4.3% | +9,544.2% | +5,123.8% |
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 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