-44.7%
AKAM vs TT
+3,875.2%
-3,919.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.0% | -5.7% |
| 7D | -7.4% | +1.7% | -9.1% | -8.2% |
| 30D | -24.9% | -11.8% | -13.1% | -20.1% |
| 3M | -27.4% | -12.6% | -14.8% | -22.3% |
| 6M | -45.6% | -9.4% | -36.3% | -43.3% |
| YTD | -8.0% | +8.8% | -16.8% | -14.1% |
| 1Y | -4.1% | -2.5% | -1.6% | -5.5% |
| 3Y | -26.9% | +95.7% | -122.5% | -51.3% |
| 5Y | -26.6% | +135.7% | -162.3% | -57.1% |
| 10Y | +20.7% | +750.6% | -729.9% | -68.9% |
| All | -44.7% | +3,875.2% | -3,919.9% | -95.5% |
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