-4.3%
AKAM vs TECK
+180.4%
-184.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.1% |
| 7D | +0.6% | -4.2% | +4.8% | +1.4% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -17.6% | +10.1% | -27.7% | -19.4% |
| 6M | +2.5% | +26.0% | -23.5% | -1.9% |
| YTD | +22.8% | +38.0% | -15.3% | +15.0% |
| 1Y | +39.6% | +63.8% | -24.2% | +26.6% |
| 3Y | +2.3% | +68.5% | -66.2% | -9.3% |
| 5Y | -4.3% | +179.2% | -183.5% | -20.8% |
| All | -4.3% | +180.4% | -184.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling