-0.9%
AKAM vs NVTS
-20.2%
+19.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -8.2% | -18.0% | +9.8% | -6.9% |
| 3M | -17.6% | -45.6% | +28.0% | -14.7% |
| 6M | +2.5% | +28.5% | -25.9% | -0.3% |
| YTD | +22.8% | +56.2% | -33.4% | +17.5% |
| 1Y | +39.6% | +97.7% | -58.1% | +29.9% |
| 3Y | +2.3% | +35.0% | -32.6% | -7.4% |
| All | -0.9% | -20.2% | +19.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling