-26.4%
AKAM vs NTRS
+596.9%
-623.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +1.5% | +1.4% | +0.1% | +0.7% |
| 30D | -13.0% | -0.7% | -12.4% | -12.8% |
| 3M | -19.4% | +11.3% | -30.7% | -24.2% |
| 6M | +0.3% | +35.5% | -35.2% | -15.4% |
| YTD | +22.4% | +40.6% | -18.2% | +0.8% |
| 1Y | +34.8% | +49.2% | -14.4% | +7.3% |
| 3Y | +1.9% | +167.2% | -165.3% | -42.6% |
| 5Y | -4.6% | +94.9% | -99.5% | -39.6% |
| 10Y | +103.4% | +259.5% | -156.1% | -23.1% |
| All | -26.4% | +596.9% | -623.4% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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