-27.5%
AKAM vs TAP
+170.2%
-197.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -13.9% | -2.1% | -11.8% | -13.7% |
| 3M | -33.8% | +6.6% | -40.4% | -35.2% |
| 6M | +2.2% | -11.5% | +13.7% | +4.2% |
| YTD | +20.6% | -10.3% | +30.9% | +22.0% |
| 1Y | +36.3% | -14.4% | +50.7% | +39.4% |
| 3Y | -0.1% | -28.3% | +28.2% | +5.2% |
| 5Y | -7.5% | +1.7% | -9.2% | -12.1% |
| 10Y | +90.2% | -49.2% | +139.4% | +106.4% |
| All | -27.5% | +170.2% | -197.8% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling