-4.3%
AKAM vs NWSA
+39.0%
-43.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +0.6% | -4.8% | +5.3% | +2.3% |
| 30D | -8.2% | +3.0% | -11.1% | -9.2% |
| 3M | -17.6% | +9.3% | -26.9% | -20.5% |
| 6M | +2.5% | +23.2% | -20.7% | -5.7% |
| YTD | +22.8% | +13.3% | +9.5% | +16.2% |
| 1Y | +39.6% | +2.9% | +36.7% | +37.0% |
| 3Y | +2.3% | +43.3% | -41.0% | -9.7% |
| 5Y | -4.3% | +40.9% | -45.2% | -20.9% |
| All | -4.3% | +39.0% | -43.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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