+101.1%
AKAM vs NOC
+192.5%
-91.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | -13.0% | -9.7% | -3.3% | -10.8% |
| 3M | -19.4% | -5.6% | -13.7% | -18.4% |
| 6M | +0.3% | -28.6% | +28.9% | +9.2% |
| YTD | +22.4% | -7.9% | +30.3% | +24.2% |
| 1Y | +34.8% | -9.5% | +44.4% | +37.4% |
| 3Y | +1.9% | +28.4% | -26.4% | -7.8% |
| 5Y | -4.6% | +59.0% | -63.5% | -22.8% |
| All | +101.1% | +192.5% | -91.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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