+5.7%
AKAM vs NVTS
+37.8%
-32.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.1% |
| 7D | +5.4% | +3.5% | +1.9% | +5.1% |
| 30D | -5.9% | -11.9% | +6.1% | -5.1% |
| 3M | -19.6% | -49.2% | +29.6% | -16.7% |
| 6M | +8.5% | +38.4% | -30.0% | +5.7% |
| YTD | +26.9% | +62.5% | -35.5% | +22.3% |
| 1Y | +41.7% | +101.4% | -59.7% | +33.6% |
| All | +5.7% | +37.8% | -32.0% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling