-27.5%
AKAM vs NOC
+3,498.9%
-3,526.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.1% |
| 7D | -2.1% | -5.2% | +3.1% | +0.2% |
| 30D | -13.9% | -7.2% | -6.7% | -11.3% |
| 3M | -33.8% | -5.1% | -28.7% | -32.7% |
| 6M | +2.2% | -31.1% | +33.2% | +19.1% |
| YTD | +20.6% | -8.6% | +29.2% | +23.6% |
| 1Y | +36.3% | -9.7% | +46.0% | +40.2% |
| 3Y | -0.1% | +24.3% | -24.4% | -14.5% |
| 5Y | -7.5% | +52.6% | -60.2% | -31.7% |
| 10Y | +90.2% | +183.6% | -93.4% | -5.4% |
| All | -27.5% | +3,498.9% | -3,526.4% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling