-27.5%
AKAM vs TT
+4,133.6%
-4,161.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -13.9% | -7.2% | -6.8% | -10.7% |
| 3M | -33.8% | -3.0% | -30.8% | -33.3% |
| 6M | +2.2% | +1.4% | +0.8% | +0.2% |
| YTD | +20.6% | +15.9% | +4.7% | +9.1% |
| 1Y | +36.3% | +9.4% | +26.9% | +26.6% |
| 3Y | -0.1% | +124.4% | -124.5% | -38.5% |
| 5Y | -7.5% | +138.0% | -145.5% | -46.3% |
| 10Y | +90.2% | +886.4% | -796.2% | -54.8% |
| All | -27.5% | +4,133.6% | -4,161.2% | -94.3% |
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