+193.0%
ARM vs AKAM
-23.6%
+216.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.4% | +10.1% | +8.3% |
| 7D | -5.3% | -7.4% | +2.1% | -1.6% |
| 30D | -30.0% | -24.9% | -5.1% | -19.7% |
| 3M | -34.1% | -27.4% | -6.7% | -22.9% |
| 6M | -12.6% | -45.6% | +33.0% | +15.0% |
| YTD | +70.4% | -8.0% | +78.4% | +75.1% |
| 1Y | +22.3% | -4.1% | +26.4% | +22.6% |
| 3Y | +261.2% | -26.9% | +288.1% | +297.6% |
| All | +193.0% | -23.6% | +216.5% | +209.4% |
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