+31,416.6%
AVGO vs AKAM
+476.9%
+30,939.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | -14.4% | -13.9% | -0.5% | -10.8% |
| 3M | -14.4% | -33.8% | +19.4% | -3.9% |
| 6M | +13.1% | +2.2% | +11.0% | +9.1% |
| YTD | +3.8% | +20.6% | -16.8% | -6.1% |
| 1Y | +17.8% | +36.3% | -18.5% | +1.6% |
| 3Y | +325.3% | -0.1% | +325.4% | +296.0% |
| 5Y | +689.9% | -7.5% | +697.5% | +645.0% |
| 10Y | +2,597.0% | +90.2% | +2,506.8% | +1,879.5% |
| All | +31,416.6% | +476.9% | +30,939.8% | +14,927.6% |
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