+18.1%
AKAM vs TEM
+61.6%
-43.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | -13.9% | +38.4% | -52.3% | -16.8% |
| 3M | -33.8% | +23.7% | -57.5% | -35.6% |
| 6M | +2.2% | +26.0% | -23.8% | -1.4% |
| YTD | +20.6% | +9.4% | +11.2% | +17.9% |
| 1Y | +36.3% | -17.3% | +53.6% | +36.1% |
| All | +18.1% | +61.6% | -43.4% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling