-26.4%
AKAM vs NYT
+130.1%
-156.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -13.0% | +4.6% | -17.6% | -14.4% |
| 3M | -19.4% | -9.6% | -9.8% | -17.4% |
| 6M | +0.3% | -14.0% | +14.3% | +4.4% |
| YTD | +22.4% | -2.8% | +25.2% | +21.7% |
| 1Y | +34.8% | +15.6% | +19.2% | +26.6% |
| 3Y | +1.9% | +56.3% | -54.4% | -14.7% |
| 5Y | -4.6% | +39.5% | -44.1% | -20.0% |
| 10Y | +103.4% | +488.0% | -384.6% | -8.2% |
| All | -26.4% | +130.1% | -156.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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