+703.5%
AVGO vs AKAM
-2.7%
+706.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.6% |
| 7D | -0.8% | +5.4% | -6.2% | -2.4% |
| 30D | -13.7% | -5.9% | -7.9% | -12.3% |
| 3M | -6.9% | -19.6% | +12.7% | -1.2% |
| 6M | +5.8% | +8.5% | -2.7% | -0.2% |
| YTD | +5.7% | +26.9% | -21.3% | -7.8% |
| 1Y | +9.0% | +41.7% | -32.7% | -10.1% |
| 3Y | +340.5% | +5.8% | +334.7% | +294.7% |
| All | +703.5% | -2.7% | +706.1% | +639.2% |
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