+133.9%
ASML vs AKAM
-22.7%
+156.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +4.9% | +2.8% | +2.2% | +4.1% |
| 30D | -9.3% | -6.9% | -2.4% | -7.7% |
| 3M | -19.0% | -31.8% | +12.9% | -11.7% |
| 6M | -5.2% | -47.0% | +41.8% | +9.0% |
| YTD | +40.6% | -2.1% | +42.7% | +35.6% |
| 1Y | +47.5% | -3.7% | +51.2% | +42.8% |
| 3Y | +133.9% | -23.0% | +156.9% | +115.7% |
| All | +133.9% | -22.7% | +156.6% | +115.7% |
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