+528.8%
APP vs AKAM
-22.8%
+551.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.4% | +8.2% | +5.6% |
| 7D | +79.2% | -7.4% | +86.5% | +81.2% |
| 30D | +48.0% | -24.9% | +72.9% | +58.2% |
| 3M | +18.2% | -27.4% | +45.6% | +26.5% |
| 6M | -12.5% | -45.6% | +33.1% | +0.3% |
| YTD | -39.2% | -8.0% | -31.2% | -46.3% |
| 1Y | -33.9% | -4.1% | -29.7% | -43.2% |
| 3Y | +933.3% | -26.9% | +960.1% | +858.5% |
| 5Y | +295.9% | -26.6% | +322.4% | +266.4% |
| All | +528.8% | -22.8% | +551.7% | +451.7% |
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