-27.5%
AKAM vs IT
+1,634.1%
-1,661.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | +0.7% |
| 7D | -2.1% | -6.0% | +3.9% | +0.4% |
| 30D | -13.9% | 0.0% | -13.9% | -14.4% |
| 3M | -33.8% | +13.1% | -46.9% | -39.3% |
| 6M | +2.2% | +11.7% | -9.5% | -7.1% |
| YTD | +20.6% | -26.1% | +46.7% | +29.1% |
| 1Y | +36.3% | -21.3% | +57.6% | +41.2% |
| 3Y | -0.1% | -46.7% | +46.6% | +18.4% |
| 5Y | -7.5% | -40.5% | +33.0% | +1.6% |
| 10Y | +90.2% | +103.9% | -13.7% | +7.1% |
| All | -27.5% | +1,634.1% | -1,661.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling