-1.8%
CARR vs AKAM
+16.2%
-18.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -0.7% | -12.4% | +11.7% | -0.2% |
| 30D | +0.3% | -20.4% | +20.7% | +1.0% |
| 3M | -14.9% | -30.3% | +15.4% | -14.2% |
| 6M | -14.9% | -18.8% | +3.9% | -13.0% |
| YTD | +7.0% | -1.5% | +8.5% | +6.7% |
| 1Y | -1.8% | +19.4% | -21.2% | -6.1% |
| All | -1.8% | +16.2% | -18.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling