+85.9%
AXP vs AKAM
-21.2%
+107.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -2.1% | +11.2% | -13.3% | -4.0% |
| 30D | +2.7% | -13.4% | +16.0% | +4.9% |
| 3M | -7.3% | -29.5% | +22.2% | -2.0% |
| 6M | +1.8% | -42.1% | +43.9% | +11.1% |
| YTD | -13.1% | -0.8% | -12.3% | -20.9% |
| 1Y | -13.7% | -3.9% | -9.8% | -20.6% |
| 3Y | +113.1% | -21.9% | +135.0% | +101.3% |
| 5Y | +85.9% | -22.4% | +108.3% | +67.5% |
| All | +85.9% | -21.2% | +107.1% | +67.5% |
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