+189.5%
LQD vs AKAM
+8,689.7%
-8,500.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -0.2% |
| 7D | 0.0% | +5.4% | -5.4% | -0.1% |
| 30D | -0.2% | -5.9% | +5.7% | -0.1% |
| 3M | -1.7% | -19.6% | +18.0% | -1.5% |
| 6M | -2.7% | +8.5% | -11.1% | -2.9% |
| YTD | -1.4% | +26.9% | -28.4% | -1.8% |
| 1Y | -1.0% | +41.7% | -42.7% | -1.5% |
| 3Y | +15.1% | +5.8% | +9.3% | +14.7% |
| 5Y | -5.2% | -2.3% | -2.9% | -5.6% |
| 10Y | +23.3% | +111.0% | -87.6% | +22.4% |
| All | +189.5% | +8,689.7% | -8,500.2% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling