+62.9%
AKAM vs NTR
+97.9%
-35.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | -13.0% | +16.8% | -29.8% | -15.6% |
| 3M | -19.4% | +20.7% | -40.1% | -22.3% |
| 6M | +0.3% | +0.5% | -0.2% | -0.3% |
| YTD | +22.4% | +29.2% | -6.8% | +15.6% |
| 1Y | +34.8% | +39.6% | -4.8% | +25.2% |
| 3Y | +1.9% | +37.9% | -35.9% | -6.3% |
| 5Y | -4.6% | +47.1% | -51.7% | -16.5% |
| All | +62.9% | +97.9% | -35.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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