+108.6%
ASML vs AKAM
-7.4%
+116.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 30D | +2.2% | -13.9% | +16.1% | +7.2% |
| 3M | -2.3% | -33.8% | +31.5% | +11.9% |
| 6M | +23.0% | +2.2% | +20.8% | +17.0% |
| YTD | +61.1% | +20.6% | +40.5% | +39.6% |
| 1Y | +129.1% | +36.3% | +92.8% | +85.3% |
| 3Y | +165.4% | -0.1% | +165.5% | +136.5% |
| All | +108.6% | -7.4% | +116.0% | +91.4% |
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