-41.2%
AKAM vs TXT
+183.7%
-224.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.0% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -6.9% | +13.3% | -20.2% | -11.7% |
| 3M | -31.8% | -5.0% | -26.9% | -30.8% |
| 6M | -47.0% | -8.4% | -38.6% | -45.6% |
| YTD | -2.1% | -4.0% | +1.9% | -2.1% |
| 1Y | -3.7% | +2.8% | -6.5% | -6.2% |
| 3Y | -23.0% | +10.3% | -33.3% | -27.8% |
| 5Y | -23.4% | +9.2% | -32.6% | -29.5% |
| 10Y | +30.5% | +89.6% | -59.1% | -15.4% |
| All | -41.2% | +183.7% | -224.9% | -82.5% |
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