+174.6%
ARM vs AKAM
-20.9%
+195.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.0% | +1.5% |
| 7D | -15.2% | -10.4% | -4.8% | -10.4% |
| 30D | -40.7% | -20.6% | -20.1% | -33.7% |
| 3M | -39.1% | -29.9% | -9.2% | -27.9% |
| 6M | -26.4% | -31.9% | +5.5% | -11.8% |
| YTD | +59.7% | -4.8% | +64.5% | +61.7% |
| 1Y | +10.3% | +13.8% | -3.5% | +0.7% |
| 3Y | +228.9% | -23.4% | +252.2% | +252.3% |
| All | +174.6% | -20.9% | +195.5% | +185.7% |
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