+46.0%
ASML vs AKAM
-0.1%
+46.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.6% | -1.3% |
| 7D | -2.9% | -3.3% | +0.4% | -2.2% |
| 30D | -15.2% | -21.7% | +6.5% | -11.1% |
| 3M | -12.9% | -28.8% | +15.9% | -7.4% |
| 6M | -5.0% | -43.3% | +38.3% | +4.4% |
| YTD | +41.8% | -4.1% | +45.9% | +44.7% |
| 1Y | +46.0% | -3.9% | +50.0% | +49.3% |
| All | +46.0% | -0.1% | +46.2% | +49.3% |
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