+333.0%
APP vs AKAM
-7.4%
+340.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | -23.3% | -13.9% | -9.3% | -20.3% |
| 3M | -42.6% | -33.8% | -8.8% | -36.2% |
| 6M | -33.6% | +2.2% | -35.8% | -38.6% |
| YTD | -52.4% | +20.6% | -73.0% | -60.6% |
| 1Y | -35.9% | +36.3% | -72.2% | -51.2% |
| 3Y | +642.2% | -0.1% | +642.3% | +519.6% |
| All | +333.0% | -7.4% | +340.3% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling