+75.5%
ASML vs AKAM
-22.7%
+98.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.7% | -1.7% | +2.7% |
| 7D | -9.0% | -10.4% | +1.4% | -5.5% |
| 30D | -21.0% | -20.6% | -0.4% | -14.7% |
| 3M | -16.3% | -29.9% | +13.6% | -6.5% |
| 6M | -7.5% | -31.9% | +24.4% | +2.5% |
| YTD | +34.0% | -4.8% | +38.8% | +25.3% |
| 1Y | +39.3% | +13.8% | +25.5% | +18.6% |
| 3Y | +128.9% | -23.4% | +152.2% | +124.7% |
| All | +75.5% | -22.7% | +98.2% | +67.0% |
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