+148.1%
AKAM vs NWSA
+123.2%
+25.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +1.0% |
| 7D | -0.8% | -2.6% | +1.8% | +0.1% |
| 30D | -4.5% | +4.6% | -9.0% | -5.9% |
| 3M | -25.6% | +10.2% | -35.8% | -28.3% |
| 6M | +5.7% | +21.6% | -15.9% | -1.7% |
| YTD | +21.0% | +14.6% | +6.4% | +14.3% |
| 1Y | +33.9% | +0.4% | +33.5% | +32.3% |
| 3Y | +0.9% | +45.0% | -44.1% | -11.6% |
| 5Y | -6.9% | +41.3% | -48.1% | -19.9% |
| 10Y | +97.4% | +142.8% | -45.4% | +31.3% |
| All | +148.1% | +123.2% | +25.0% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling