-28.8%
AKAM vs THC
+11.1%
-39.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.1% |
| 7D | -3.3% | +8.8% | -12.1% | -5.1% |
| 30D | -21.7% | +10.0% | -31.8% | -23.5% |
| 3M | -28.8% | +11.7% | -40.5% | -31.4% |
| All | -28.8% | +11.1% | -39.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3mo: compounded portfolio wealth divided by compounded THC 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…
3mo analysis · Full analysis span regression · Available span rolling