+2,770.9%
AVGO vs AKAM
+103.9%
+2,667.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.1% | +1.5% | -0.3% | +0.6% |
| 30D | -13.0% | -13.0% | 0.0% | -9.3% |
| 3M | -6.0% | -19.4% | +13.4% | -0.3% |
| 6M | +6.4% | +0.3% | +6.1% | +3.0% |
| YTD | +5.0% | +22.4% | -17.4% | -6.4% |
| 1Y | +1.4% | +34.8% | -33.4% | -13.4% |
| 3Y | +336.8% | +1.9% | +334.9% | +300.1% |
| 5Y | +698.2% | -4.6% | +702.8% | +635.8% |
| All | +2,770.9% | +103.9% | +2,667.1% | +2,045.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling