+147.1%
AMAT vs AKAM
-21.8%
+168.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +11.4% | +2.8% | +8.6% | +10.1% |
| 30D | -17.0% | -6.9% | -10.2% | -14.7% |
| 3M | -30.6% | -31.8% | +1.2% | -20.8% |
| 6M | -14.9% | -47.0% | +32.1% | +5.3% |
| YTD | +44.7% | -2.1% | +46.8% | +36.0% |
| 1Y | +66.9% | -3.7% | +70.6% | +57.7% |
| 3Y | +153.3% | -23.0% | +176.3% | +152.1% |
| All | +147.1% | -21.8% | +168.9% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling