-27.5%
AKAM vs TYL
+7,770.9%
-7,798.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.1% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | -13.9% | +18.7% | -32.7% | -18.0% |
| 3M | -33.8% | +18.1% | -51.9% | -37.4% |
| 6M | +2.2% | -1.1% | +3.3% | +0.7% |
| YTD | +20.6% | -19.8% | +40.4% | +24.6% |
| 1Y | +36.3% | -34.3% | +70.6% | +48.6% |
| 3Y | -0.1% | -8.2% | +8.1% | -1.7% |
| 5Y | -7.5% | -25.4% | +17.9% | -5.3% |
| 10Y | +90.2% | +115.6% | -25.4% | +44.7% |
| All | -27.5% | +7,770.9% | -7,798.4% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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