-1.2%
AKAM vs NVTS
-16.8%
+15.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.6% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | -13.0% | -16.5% | +3.5% | -12.0% |
| 3M | -19.4% | -47.6% | +28.3% | -16.3% |
| 6M | +0.3% | +7.3% | -7.0% | -1.5% |
| YTD | +22.4% | +62.9% | -40.5% | +16.8% |
| 1Y | +34.8% | +91.3% | -56.4% | +25.7% |
| 3Y | +1.9% | +43.4% | -41.5% | -8.1% |
| All | -1.2% | -16.8% | +15.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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