+45.5%
AKAM vs TW
+206.7%
-161.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.5% | -4.5% | +6.0% | +2.5% |
| 30D | -13.0% | -2.3% | -10.8% | -12.6% |
| 3M | -19.4% | +2.6% | -22.0% | -20.4% |
| 6M | +0.3% | -17.5% | +17.8% | +4.1% |
| YTD | +22.4% | -5.3% | +27.7% | +22.6% |
| 1Y | +34.8% | -14.8% | +49.6% | +38.3% |
| 3Y | +1.9% | +18.8% | -16.9% | -5.5% |
| 5Y | -4.6% | +20.7% | -25.3% | -13.9% |
| All | +45.5% | +206.7% | -161.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling