+506.6%
APP vs AKAM
-19.5%
+526.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -4.5% |
| 7D | +61.1% | -3.3% | +64.4% | +61.2% |
| 30D | +42.8% | -21.7% | +64.5% | +51.1% |
| 3M | +16.7% | -28.8% | +45.5% | +25.8% |
| 6M | -15.6% | -43.3% | +27.7% | -4.2% |
| YTD | -41.3% | -4.1% | -37.2% | -48.7% |
| 1Y | -39.3% | -3.9% | -35.4% | -47.3% |
| 3Y | +803.2% | -24.4% | +827.6% | +735.8% |
| 5Y | +313.2% | -23.8% | +336.9% | +278.8% |
| All | +506.6% | -19.5% | +526.1% | +426.8% |
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