+503.8%
APP vs AKAM
-16.8%
+520.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +10.6% | +11.2% | -0.6% | +7.8% |
| 30D | +44.6% | -13.4% | +58.0% | +49.2% |
| 3M | +29.6% | -29.5% | +59.1% | +40.4% |
| 6M | -19.8% | -42.1% | +22.4% | -9.3% |
| YTD | -41.6% | -0.8% | -40.8% | -49.3% |
| 1Y | -32.7% | -3.9% | -28.8% | -40.8% |
| 3Y | +799.0% | -21.9% | +820.9% | +725.6% |
| 5Y | +250.4% | -22.4% | +272.7% | +219.2% |
| All | +503.8% | -16.8% | +520.6% | +420.3% |
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