+101.1%
AKAM vs MTB
+173.8%
-72.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -13.0% | -4.8% | -8.2% | -12.2% |
| 3M | -19.4% | +6.0% | -25.3% | -20.4% |
| 6M | +0.3% | +19.6% | -19.3% | -3.3% |
| YTD | +22.4% | +21.5% | +0.9% | +17.2% |
| 1Y | +34.8% | +24.7% | +10.1% | +28.4% |
| 3Y | +1.9% | +108.6% | -106.6% | -11.7% |
| 5Y | -4.6% | +106.7% | -111.3% | -18.2% |
| All | +101.1% | +173.8% | -72.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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