-27.5%
AKAM vs NTAP
+1,372.7%
-1,400.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -13.9% | -0.5% | -13.4% | -13.7% |
| 3M | -33.8% | +4.1% | -37.9% | -35.2% |
| 6M | +2.2% | +88.0% | -85.8% | -25.0% |
| YTD | +20.6% | +75.6% | -55.0% | -9.3% |
| 1Y | +36.3% | +58.9% | -22.6% | +6.8% |
| 3Y | -0.1% | +153.6% | -153.7% | -40.4% |
| 5Y | -7.5% | +127.6% | -135.2% | -43.9% |
| 10Y | +90.2% | +580.4% | -490.2% | -40.7% |
| All | -27.5% | +1,372.7% | -1,400.2% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling