+19.9%
AKAM vs TEM
+47.5%
-27.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.5% | -8.7% | +10.2% | +2.3% |
| 30D | -13.0% | +8.1% | -21.1% | -13.9% |
| 3M | -19.4% | +19.0% | -38.4% | -21.3% |
| 6M | +0.3% | +12.0% | -11.7% | -2.2% |
| YTD | +22.4% | -0.1% | +22.5% | +20.6% |
| 1Y | +34.8% | -33.5% | +68.4% | +37.4% |
| All | +19.9% | +47.5% | -27.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling