+82.7%
ASML vs AKAM
-21.8%
+104.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +4.9% | +2.8% | +2.2% | +3.8% |
| 30D | -9.3% | -6.9% | -2.4% | -7.2% |
| 3M | -19.0% | -31.8% | +12.9% | -8.5% |
| 6M | -5.2% | -47.0% | +41.8% | +15.8% |
| YTD | +40.6% | -2.1% | +42.7% | +30.0% |
| 1Y | +47.5% | -3.7% | +51.2% | +37.1% |
| 3Y | +133.9% | -23.0% | +156.9% | +131.0% |
| All | +82.7% | -21.8% | +104.5% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling