-4.3%
AKAM vs TW
+19.6%
-23.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +0.6% | -2.7% | +3.3% | +1.2% |
| 30D | -8.2% | -1.7% | -6.4% | -7.9% |
| 3M | -17.6% | +1.6% | -19.2% | -18.5% |
| 6M | +2.5% | -17.7% | +20.2% | +7.0% |
| YTD | +22.8% | -4.3% | +27.1% | +22.6% |
| 1Y | +39.6% | -13.1% | +52.7% | +42.9% |
| 3Y | +2.3% | +20.3% | -17.9% | -8.3% |
| 5Y | -4.3% | +22.0% | -26.2% | -17.4% |
| All | -4.3% | +19.6% | -23.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling