+84.0%
APLD vs AKAM
+35.6%
+48.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +4.1% | -2.1% | +6.2% | +4.8% |
| 30D | -11.7% | -13.9% | +2.2% | -7.1% |
| 3M | -40.3% | -33.8% | -6.5% | -33.1% |
| 6M | -8.0% | +2.2% | -10.1% | -4.7% |
| YTD | +7.5% | +20.6% | -13.1% | +14.1% |
| 1Y | +84.0% | +36.3% | +47.7% | +101.9% |
| All | +84.0% | +35.6% | +48.4% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling