-6.9%
AKAM vs THC
+248.0%
-254.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.7% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | -4.5% | -1.2% | -3.3% | -4.3% |
| 3M | -25.6% | +58.9% | -84.5% | -31.3% |
| 6M | +5.7% | +9.3% | -3.6% | +3.8% |
| YTD | +21.0% | +30.4% | -9.3% | +14.9% |
| 1Y | +33.9% | +34.6% | -0.7% | +25.8% |
| 3Y | +0.9% | +246.7% | -245.8% | -22.0% |
| 5Y | -6.9% | +244.5% | -251.4% | -31.8% |
| All | -6.9% | +248.0% | -254.8% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling