-27.3%
AKAM vs MTB
+867.4%
-894.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.9% |
| 30D | -4.5% | -4.2% | -0.3% | -2.8% |
| 3M | -25.6% | +7.8% | -33.4% | -28.0% |
| 6M | +5.7% | +14.8% | -9.1% | -0.5% |
| YTD | +21.0% | +20.8% | +0.3% | +11.0% |
| 1Y | +33.9% | +23.1% | +10.8% | +21.7% |
| 3Y | +0.9% | +114.8% | -113.9% | -28.2% |
| 5Y | -6.9% | +103.3% | -110.1% | -35.8% |
| 10Y | +97.4% | +173.0% | -75.6% | +0.3% |
| All | -27.3% | +867.4% | -894.7% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling