+428.4%
AXP vs AKAM
+25.2%
+403.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -1.1% |
| 7D | -0.6% | -3.3% | +2.6% | -0.1% |
| 30D | +5.0% | -21.7% | +26.7% | +9.8% |
| 3M | -4.2% | -28.8% | +24.6% | +1.6% |
| 6M | +2.9% | -43.3% | +46.3% | +13.7% |
| YTD | -11.6% | -4.1% | -7.5% | -17.5% |
| 1Y | -11.1% | -3.9% | -7.2% | -17.1% |
| 3Y | +116.7% | -24.4% | +141.2% | +109.2% |
| 5Y | +89.6% | -23.8% | +113.4% | +79.5% |
| 10Y | +428.4% | +26.4% | +402.0% | +318.0% |
| All | +428.4% | +25.2% | +403.2% | +318.0% |
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