-49.0%
AKAM vs TDY
+6,969.6%
-7,018.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -8.2% | -12.5% | +4.3% | -2.8% |
| 3M | -17.6% | -0.8% | -16.8% | -17.4% |
| 6M | +2.5% | -9.0% | +11.5% | +6.4% |
| YTD | +22.8% | +16.8% | +6.0% | +14.3% |
| 1Y | +39.6% | +9.5% | +30.1% | +33.4% |
| 3Y | +2.3% | +45.4% | -43.1% | -14.3% |
| 5Y | -4.3% | +37.8% | -42.1% | -19.3% |
| 10Y | +104.1% | +470.2% | -366.2% | -16.2% |
| All | -49.0% | +6,969.6% | -7,018.6% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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