+142.7%
AMAT vs AKAM
-23.4%
+166.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +2.1% |
| 7D | -14.7% | -10.4% | -4.3% | -11.6% |
| 30D | -36.1% | -20.6% | -15.5% | -31.5% |
| 3M | -36.9% | -29.9% | -6.9% | -30.3% |
| 6M | -22.2% | -31.9% | +9.7% | -14.2% |
| YTD | +29.9% | -4.8% | +34.7% | +26.7% |
| 1Y | +43.3% | +13.8% | +29.4% | +30.5% |
| 3Y | +142.7% | -23.4% | +166.0% | +114.6% |
| All | +142.7% | -23.4% | +166.1% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 3y: compounded portfolio wealth divided by compounded AKAM 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…
3y analysis · Full analysis span regression · 6 months rolling