+101.1%
AKAM vs IT
+103.1%
-1.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.7% |
| 7D | +1.5% | -3.7% | +5.2% | +2.3% |
| 30D | -13.0% | +0.1% | -13.1% | -13.4% |
| 3M | -19.4% | +20.7% | -40.1% | -25.0% |
| 6M | +0.3% | +12.0% | -11.7% | -5.3% |
| YTD | +22.4% | -28.8% | +51.2% | +31.1% |
| 1Y | +34.8% | -25.5% | +60.4% | +42.1% |
| 3Y | +1.9% | -48.8% | +50.7% | +18.7% |
| 5Y | -4.6% | -42.7% | +38.2% | +6.0% |
| All | +101.1% | +103.1% | -1.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling