-39.3%
APP vs AKAM
-0.1%
-39.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -3.1% |
| 7D | +61.1% | -3.3% | +64.4% | +60.9% |
| 30D | +42.8% | -21.7% | +64.5% | +41.2% |
| 3M | +16.7% | -28.8% | +45.5% | +14.5% |
| 6M | -15.6% | -43.3% | +27.7% | -19.8% |
| YTD | -41.3% | -4.1% | -37.2% | -33.8% |
| 1Y | -39.3% | -3.9% | -35.4% | -30.6% |
| All | -39.3% | -0.1% | -39.2% | -30.6% |
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