+1,395.4%
ASML vs AKAM
+23.4%
+1,372.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.7% | -1.7% | +2.6% |
| 7D | -9.0% | -10.4% | +1.4% | -5.3% |
| 30D | -21.0% | -20.6% | -0.4% | -14.3% |
| 3M | -16.3% | -29.9% | +13.6% | -6.0% |
| 6M | -7.5% | -31.9% | +24.4% | +3.0% |
| YTD | +34.0% | -4.8% | +38.8% | +26.5% |
| 1Y | +39.3% | +13.8% | +25.5% | +20.7% |
| 3Y | +128.9% | -23.4% | +152.2% | +125.4% |
| 5Y | +76.1% | -22.6% | +98.6% | +70.6% |
| All | +1,395.4% | +23.4% | +1,372.0% | +1,045.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling