+129.1%
ASML vs AKAM
+35.6%
+93.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.5% |
| 30D | +2.2% | -13.9% | +16.1% | +4.7% |
| 3M | -2.3% | -33.8% | +31.5% | +3.9% |
| 6M | +23.0% | +2.2% | +20.8% | +24.3% |
| YTD | +61.1% | +20.6% | +40.5% | +58.5% |
| 1Y | +129.1% | +36.3% | +92.8% | +129.6% |
| All | +129.1% | +35.6% | +93.5% | +129.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling