+1.9%
AKAM vs TNA
+101.9%
-99.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.5% | -7.3% | +8.8% | +3.3% |
| 30D | -13.0% | -14.2% | +1.1% | -9.8% |
| 3M | -19.4% | -4.6% | -14.8% | -18.8% |
| 6M | +0.3% | +36.9% | -36.6% | -7.8% |
| YTD | +22.4% | +42.5% | -20.2% | +10.6% |
| 1Y | +34.8% | +45.8% | -10.9% | +20.0% |
| 3Y | +1.9% | +104.7% | -102.7% | -20.0% |
| All | +1.9% | +101.9% | -99.9% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling