+5.7%
AKAM vs NTAP
+146.1%
-140.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.6% |
| 7D | +5.4% | +2.2% | +3.2% | +4.6% |
| 30D | -5.9% | -7.0% | +1.2% | -3.8% |
| 3M | -19.6% | +12.3% | -31.9% | -22.3% |
| 6M | +8.5% | +85.1% | -76.7% | -9.1% |
| YTD | +26.9% | +74.8% | -47.8% | +7.2% |
| 1Y | +41.7% | +52.7% | -11.0% | +23.7% |
| All | +5.7% | +146.1% | -140.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling