+36.3%
AKAM vs TNA
+70.0%
-33.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -13.9% | -4.9% | -9.0% | -12.8% |
| 3M | -33.8% | +0.4% | -34.2% | -34.2% |
| 6M | +2.2% | +32.5% | -30.4% | -5.5% |
| YTD | +20.6% | +53.7% | -33.1% | +7.1% |
| 1Y | +36.3% | +65.1% | -28.8% | +16.6% |
| All | +36.3% | +70.0% | -33.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling