+144.3%
ASML vs AKAM
-27.3%
+171.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +7.1% |
| 7D | -0.8% | -7.4% | +6.5% | +1.1% |
| 30D | -14.9% | -24.9% | +10.0% | -8.8% |
| 3M | -13.0% | -27.4% | +14.4% | -6.5% |
| 6M | -4.7% | -45.6% | +40.9% | +9.1% |
| YTD | +42.3% | -8.0% | +50.3% | +39.4% |
| 1Y | +49.7% | -4.1% | +53.8% | +44.6% |
| 3Y | +144.3% | -26.9% | +171.2% | +122.1% |
| All | +144.3% | -27.3% | +171.6% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling