+268.6%
ARM vs AKAM
-22.7%
+291.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.0% |
| 7D | +9.1% | +2.8% | +6.3% | +7.6% |
| 30D | -19.9% | -6.9% | -13.1% | -16.8% |
| 3M | -31.6% | -31.8% | +0.2% | -18.2% |
| 6M | -13.9% | -47.0% | +33.1% | +13.2% |
| YTD | +74.3% | -2.1% | +76.4% | +74.4% |
| 1Y | +35.8% | -3.7% | +39.5% | +36.6% |
| 3Y | +268.6% | -23.0% | +291.7% | +293.8% |
| All | +268.6% | -22.7% | +291.3% | +293.8% |
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