+2,705.6%
AMAT vs AKAM
-4.3%
+2,710.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | -2.1% | +0.6% | -0.9% |
| 30D | -14.8% | -13.9% | -0.9% | -11.5% |
| 3M | -9.3% | -33.8% | +24.5% | +1.0% |
| 6M | +27.4% | +2.2% | +25.2% | +23.9% |
| YTD | +77.6% | +20.6% | +57.0% | +63.7% |
| 1Y | +188.9% | +36.3% | +152.6% | +156.1% |
| 3Y | +202.3% | -0.1% | +202.4% | +186.3% |
| 5Y | +248.9% | -7.5% | +256.4% | +236.9% |
| 10Y | +1,585.2% | +90.2% | +1,495.0% | +1,215.7% |
| All | +2,705.6% | -4.3% | +2,710.0% | +1,301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling