+101.1%
AKAM vs TAP
-49.9%
+151.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.5% | -3.9% | +5.4% | +2.1% |
| 30D | -13.0% | -5.3% | -7.8% | -12.4% |
| 3M | -19.4% | -3.8% | -15.6% | -19.2% |
| 6M | +0.3% | -11.4% | +11.7% | +1.7% |
| YTD | +22.4% | -13.7% | +36.1% | +24.2% |
| 1Y | +34.8% | -17.2% | +52.0% | +37.8% |
| 3Y | +1.9% | -33.1% | +35.0% | +7.5% |
| 5Y | -4.6% | +0.8% | -5.4% | -8.4% |
| All | +101.1% | -49.9% | +151.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling