+5.7%
AKAM vs TXT
+5.5%
+0.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.7% |
| 7D | +5.4% | +0.8% | +4.6% | +5.0% |
| 30D | -5.9% | -10.4% | +4.6% | -1.4% |
| 3M | -19.6% | -14.3% | -5.3% | -14.5% |
| 6M | +8.5% | -15.1% | +23.6% | +15.4% |
| YTD | +26.9% | -8.3% | +35.2% | +29.0% |
| 1Y | +41.7% | -0.7% | +42.4% | +38.4% |
| All | +5.7% | +5.5% | +0.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling