-27.5%
AKAM vs THC
+421.7%
-449.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -13.9% | +1.3% | -15.2% | -14.1% |
| 3M | -33.8% | +64.2% | -98.1% | -38.7% |
| 6M | +2.2% | +8.3% | -6.1% | +0.1% |
| YTD | +20.6% | +33.4% | -12.8% | +14.4% |
| 1Y | +36.3% | +37.7% | -1.4% | +28.3% |
| 3Y | -0.1% | +236.8% | -236.9% | -18.8% |
| 5Y | -7.5% | +249.3% | -256.8% | -27.4% |
| 10Y | +90.2% | +995.2% | -905.1% | +7.9% |
| All | -27.5% | +421.7% | -449.2% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling