-2.3%
AKAM vs TXT
+13.4%
-15.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.7% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | -5.9% | -10.4% | +4.6% | -1.7% |
| 3M | -19.6% | -14.3% | -5.3% | -14.9% |
| 6M | +8.5% | -15.1% | +23.6% | +15.0% |
| YTD | +26.9% | -8.3% | +35.2% | +29.5% |
| 1Y | +41.7% | -0.7% | +42.4% | +39.8% |
| 3Y | +5.8% | +6.0% | -0.2% | -0.6% |
| 5Y | -2.3% | +12.5% | -14.8% | -14.4% |
| All | -2.3% | +13.4% | -15.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling