-23.5%
AKAM vs TPR
+253.5%
-277.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.8% | +6.9% |
| 7D | -10.4% | +14.2% | -24.6% | -12.7% |
| 30D | -20.6% | +17.1% | -37.7% | -23.0% |
| 3M | -29.9% | -17.7% | -12.2% | -27.7% |
| 6M | -31.9% | -10.2% | -21.7% | -31.3% |
| YTD | -4.8% | +4.9% | -9.7% | -7.7% |
| 1Y | +13.8% | +36.1% | -22.3% | +4.1% |
| 3Y | -23.4% | +416.5% | -439.8% | -47.4% |
| All | -23.5% | +253.5% | -277.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling