+286.5%
ARM vs AKAM
-21.7%
+308.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +19.8% | +11.2% | +8.6% | +13.7% |
| 30D | -21.8% | -13.4% | -8.4% | -16.0% |
| 3M | -26.5% | -29.5% | +3.0% | -13.4% |
| 6M | -3.9% | -42.1% | +38.2% | +22.3% |
| YTD | +82.8% | -0.8% | +83.6% | +81.7% |
| 1Y | +34.3% | -3.9% | +38.2% | +35.3% |
| All | +286.5% | -21.7% | +308.2% | +310.2% |
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