+36.3%
AKAM vs TW
-15.9%
+52.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | -13.9% | +3.9% | -17.9% | -14.1% |
| 3M | -33.8% | +5.7% | -39.5% | -34.7% |
| 6M | +2.2% | -14.5% | +16.7% | +6.2% |
| YTD | +20.6% | -0.9% | +21.5% | +20.0% |
| 1Y | +36.3% | -13.5% | +49.8% | +34.6% |
| All | +36.3% | -15.9% | +52.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling