+190.1%
APLD vs AKAM
-23.4%
+213.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.7% | +3.0% | +7.3% |
| 7D | -12.7% | -10.4% | -2.3% | -8.8% |
| 30D | -34.7% | -20.6% | -14.1% | -29.0% |
| 3M | -46.1% | -29.9% | -16.2% | -39.3% |
| 6M | -64.9% | -31.9% | -33.0% | -60.0% |
| YTD | -36.6% | -4.8% | -31.8% | -33.5% |
| 1Y | -50.0% | +13.8% | -63.8% | -49.9% |
| 3Y | +190.1% | -23.4% | +213.5% | +202.0% |
| All | +190.1% | -23.4% | +213.5% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling