-40.3%
AKAM vs TXT
+191.5%
-231.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -14.7% | +13.4% | -28.1% | -19.1% |
| 3M | -25.7% | -2.5% | -23.2% | -25.3% |
| 6M | -43.4% | -6.2% | -37.2% | -42.4% |
| YTD | -0.7% | -1.3% | +0.7% | -1.6% |
| 1Y | -4.3% | +4.3% | -8.7% | -7.4% |
| 3Y | -21.7% | +13.2% | -35.0% | -27.3% |
| 5Y | -20.7% | +12.4% | -33.1% | -27.8% |
| 10Y | +32.4% | +94.8% | -62.3% | -15.0% |
| All | -40.3% | +191.5% | -231.7% | -82.4% |
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 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