+101.1%
AKAM vs NRG
+1,083.9%
-982.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +1.5% | -4.7% | +6.2% | +2.2% |
| 30D | -13.0% | -6.0% | -7.1% | -12.3% |
| 3M | -19.4% | -8.0% | -11.4% | -19.0% |
| 6M | +0.3% | -23.2% | +23.5% | +3.3% |
| YTD | +22.4% | -28.1% | +50.4% | +26.8% |
| 1Y | +34.8% | -27.3% | +62.1% | +38.8% |
| 3Y | +1.9% | +208.7% | -206.7% | -21.9% |
| 5Y | -4.6% | +197.7% | -202.2% | -27.4% |
| All | +101.1% | +1,083.9% | -982.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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