-40.3%
AKAM vs TT
+3,915.7%
-3,956.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.1% |
| 7D | +0.9% | +3.5% | -2.6% | -0.8% |
| 30D | -14.7% | -11.0% | -3.7% | -9.6% |
| 3M | -25.7% | -12.0% | -13.7% | -20.8% |
| 6M | -43.4% | -10.4% | -32.9% | -40.6% |
| YTD | -0.7% | +9.9% | -10.6% | -7.8% |
| 1Y | -4.3% | +1.5% | -5.8% | -7.5% |
| 3Y | -21.7% | +93.7% | -115.5% | -47.6% |
| 5Y | -20.7% | +139.2% | -160.0% | -54.0% |
| 10Y | +32.4% | +741.5% | -709.0% | -65.6% |
| All | -40.3% | +3,915.7% | -3,956.0% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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