+7,337.3%
AKAM vs TECK
+2,265.7%
+5,071.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.5% |
| 7D | -0.8% | +7.8% | -8.6% | -2.4% |
| 30D | -4.5% | +8.3% | -12.7% | -6.2% |
| 3M | -25.6% | +16.1% | -41.6% | -28.2% |
| 6M | +5.7% | +42.9% | -37.1% | -2.5% |
| YTD | +21.0% | +50.8% | -29.7% | +9.7% |
| 1Y | +33.9% | +106.1% | -72.2% | +12.9% |
| 3Y | +0.9% | +84.0% | -83.1% | -14.9% |
| 5Y | -6.9% | +223.5% | -230.3% | -33.6% |
| 10Y | +97.4% | +378.1% | -280.7% | +10.6% |
| All | +7,337.3% | +2,265.7% | +5,071.6% | +2,782.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TECK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling