-4.3%
AKAM vs NTAP
+122.8%
-127.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -8.2% | -7.5% | -0.7% | -6.0% |
| 3M | -17.6% | +14.6% | -32.2% | -20.9% |
| 6M | +2.5% | +91.0% | -88.5% | -15.6% |
| YTD | +22.8% | +73.7% | -50.9% | +3.1% |
| 1Y | +39.6% | +51.2% | -11.6% | +21.6% |
| 3Y | +2.3% | +146.1% | -143.8% | -25.7% |
| 5Y | -4.3% | +122.8% | -127.1% | -32.5% |
| All | -4.3% | +122.8% | -127.1% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling