+30,513.3%
AVGO vs AKAM
+368.2%
+30,145.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.4% |
| 7D | +18.2% | +2.8% | +15.4% | +17.1% |
| 30D | +0.2% | -6.9% | +7.1% | +2.3% |
| 3M | -16.8% | -31.8% | +15.0% | -7.4% |
| 6M | -16.5% | -47.0% | +30.5% | -0.4% |
| YTD | +0.8% | -2.1% | +2.9% | -3.6% |
| 1Y | +2.8% | -3.7% | +6.5% | -1.3% |
| 3Y | +278.5% | -23.0% | +301.6% | +278.6% |
| 5Y | +573.1% | -23.4% | +596.5% | +567.5% |
| 10Y | +2,598.7% | +30.5% | +2,568.2% | +2,105.8% |
| All | +30,513.3% | +368.2% | +30,145.1% | +15,329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling