+190.8%
AKAM vs TPR
+7,380.8%
-7,190.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | -13.9% | -23.0% | +9.0% | -7.1% |
| 3M | -33.8% | -12.5% | -21.3% | -31.9% |
| 6M | +2.2% | -21.4% | +23.6% | +8.7% |
| YTD | +20.6% | -3.5% | +24.1% | +18.7% |
| 1Y | +36.3% | +17.4% | +19.0% | +24.5% |
| 3Y | -0.1% | +291.3% | -291.4% | -42.8% |
| 5Y | -7.5% | +241.9% | -249.5% | -47.7% |
| 10Y | +90.2% | +322.7% | -232.5% | -22.0% |
| All | +190.8% | +7,380.8% | -7,190.0% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling