-40.3%
AKAM vs TAP
+164.8%
-205.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.7% |
| 7D | +0.9% | -8.0% | +8.9% | +2.7% |
| 30D | -14.7% | +4.1% | -18.8% | -15.9% |
| 3M | -25.7% | -4.4% | -21.4% | -25.5% |
| 6M | -43.4% | -1.9% | -41.4% | -43.8% |
| YTD | -0.7% | -12.1% | +11.4% | +0.3% |
| 1Y | -4.3% | -12.0% | +7.7% | -3.5% |
| 3Y | -21.7% | -25.0% | +3.3% | -18.9% |
| 5Y | -20.7% | -1.1% | -19.6% | -24.5% |
| 10Y | +32.4% | -47.6% | +80.1% | +41.9% |
| All | -40.3% | +164.8% | -205.1% | -37.2% |
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