-27.5%
AKAM vs TXT
+168.1%
-195.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.1% | -4.8% | +2.7% | -0.2% |
| 30D | -13.9% | -10.6% | -3.3% | -10.2% |
| 3M | -33.8% | -13.2% | -20.6% | -30.4% |
| 6M | +2.2% | -20.3% | +22.5% | +11.0% |
| YTD | +20.6% | -9.3% | +29.8% | +23.9% |
| 1Y | +36.3% | -2.7% | +39.0% | +36.3% |
| 3Y | -0.1% | +1.4% | -1.5% | -2.9% |
| 5Y | -7.5% | +9.6% | -17.1% | -14.7% |
| 10Y | +90.2% | +94.9% | -4.7% | +21.9% |
| All | -27.5% | +168.1% | -195.6% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling