+311.3%
ARM vs AKAM
+0.5%
+310.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +11.4% | -0.8% | +12.2% | +11.7% |
| 30D | -7.4% | -4.5% | -3.0% | -5.8% |
| 3M | -24.5% | -25.6% | +1.1% | -15.1% |
| 6M | +128.7% | +5.7% | +122.9% | +121.5% |
| YTD | +139.3% | +21.0% | +118.2% | +114.0% |
| 1Y | +88.0% | +33.9% | +54.1% | +58.1% |
| All | +311.3% | +0.5% | +310.7% | +278.1% |
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