-4.1%
AKAM vs TEM
+79.0%
-83.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.3% | -0.8% |
| 7D | +2.8% | -5.9% | +8.6% | +3.2% |
| 30D | -6.9% | +4.8% | -11.7% | -7.5% |
| 3M | -31.8% | +31.9% | -63.7% | -34.1% |
| 6M | -47.0% | +56.0% | -103.0% | -49.9% |
| YTD | -2.1% | +21.3% | -23.4% | -5.8% |
| 1Y | -3.7% | +5.4% | -9.1% | -6.2% |
| All | -4.1% | +79.0% | -83.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling