+97.4%
AKAM vs TPR
+305.2%
-207.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.9% |
| 7D | -0.8% | -3.4% | +2.6% | -0.3% |
| 30D | -4.5% | -27.3% | +22.8% | -0.1% |
| 3M | -25.6% | -16.2% | -9.3% | -24.0% |
| 6M | +5.7% | -17.9% | +23.6% | +8.1% |
| YTD | +21.0% | -7.1% | +28.2% | +21.0% |
| 1Y | +33.9% | +13.6% | +20.3% | +29.3% |
| 3Y | +0.9% | +293.7% | -292.9% | -20.0% |
| 5Y | -6.9% | +239.1% | -246.0% | -26.0% |
| 10Y | +97.4% | +311.2% | -213.8% | +54.7% |
| All | +97.4% | +305.2% | -207.8% | +54.7% |
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