-55.4%
APP vs AKAM
+16.2%
-71.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.7% |
| 7D | +4.5% | -12.4% | +16.9% | +4.3% |
| 30D | -3.6% | -20.4% | +16.8% | -4.4% |
| 3M | -35.3% | -30.3% | -4.9% | -36.4% |
| 6M | -42.8% | -18.8% | -24.0% | -42.4% |
| YTD | -59.7% | -1.5% | -58.2% | -57.0% |
| 1Y | -55.4% | +19.4% | -74.8% | -50.4% |
| All | -55.4% | +16.2% | -71.6% | -50.4% |
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