+39.6%
AKAM vs TXT
-1.4%
+41.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -8.2% | -10.2% | +2.0% | -4.9% |
| 3M | -17.6% | -13.3% | -4.3% | -14.0% |
| 6M | +2.5% | -14.4% | +16.9% | +6.9% |
| YTD | +22.8% | -9.1% | +31.9% | +20.3% |
| 1Y | +39.6% | -2.2% | +41.7% | +26.2% |
| All | +39.6% | -1.4% | +41.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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