+130.5%
AKAM vs TEL
+707.4%
-576.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +4.9% |
| 7D | +5.4% | +1.2% | +4.2% | +4.7% |
| 30D | -5.9% | -4.1% | -1.8% | -3.9% |
| 3M | -19.6% | -2.6% | -17.1% | -18.9% |
| 6M | +8.5% | 0.0% | +8.4% | +6.5% |
| YTD | +26.9% | -9.1% | +36.0% | +29.9% |
| 1Y | +41.7% | -0.8% | +42.5% | +37.3% |
| 3Y | +5.8% | +67.4% | -61.6% | -24.6% |
| 5Y | -2.3% | +51.8% | -54.1% | -28.5% |
| 10Y | +111.0% | +299.4% | -188.5% | -21.4% |
| All | +130.5% | +707.4% | -576.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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