+892.4%
APP vs AKAM
-23.4%
+915.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.7% | +3.1% | +9.6% |
| 7D | +71.2% | -10.4% | +81.6% | +72.1% |
| 30D | +39.1% | -20.6% | +59.7% | +41.0% |
| 3M | +16.5% | -29.9% | +46.5% | +18.8% |
| 6M | -16.6% | -31.9% | +15.3% | -15.1% |
| YTD | -41.9% | -4.8% | -37.2% | -44.1% |
| 1Y | -37.0% | +13.8% | -50.9% | -42.1% |
| 3Y | +892.4% | -23.4% | +915.8% | +582.8% |
| All | +892.4% | -23.4% | +915.8% | +582.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling