+117.9%
ASML vs AKAM
-28.2%
+146.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -6.9% |
| 7D | -19.0% | -21.7% | +2.6% | -13.9% |
| 30D | -25.9% | -28.3% | +2.4% | -19.7% |
| 3M | -19.1% | -36.3% | +17.3% | -10.2% |
| 6M | -5.7% | -34.0% | +28.3% | +2.9% |
| YTD | +27.6% | -10.8% | +38.4% | +26.1% |
| 1Y | +30.8% | +6.7% | +24.1% | +21.6% |
| All | +117.9% | -28.2% | +146.2% | +100.8% |
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 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