+30.5%
AKAM vs TPR
+364.3%
-333.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -6.9% | +15.1% | -22.0% | -9.0% |
| 3M | -31.8% | +3.5% | -35.4% | -32.5% |
| 6M | -47.0% | +0.4% | -47.4% | -47.6% |
| YTD | -2.1% | +4.6% | -6.7% | -4.3% |
| 1Y | -3.7% | +33.1% | -36.8% | -9.4% |
| 3Y | -23.0% | +396.0% | -419.0% | -41.0% |
| 5Y | -23.4% | +230.3% | -253.7% | -39.2% |
| All | +30.5% | +364.3% | -333.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling