+925.4%
AXP vs AKAM
-24.5%
+949.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -2.3% |
| 7D | +0.6% | -10.4% | +11.0% | +2.2% |
| 30D | +5.8% | -20.6% | +26.4% | +9.3% |
| 3M | -6.0% | -29.9% | +23.9% | -1.5% |
| 6M | +0.3% | -31.9% | +32.2% | +4.2% |
| YTD | -12.3% | -4.8% | -7.5% | -14.8% |
| 1Y | -11.2% | +13.8% | -25.1% | -16.4% |
| 3Y | +117.0% | -23.4% | +140.4% | +115.4% |
| 5Y | +93.2% | -22.6% | +115.7% | +90.6% |
| 10Y | +461.2% | +26.3% | +434.9% | +401.0% |
| All | +925.4% | -24.5% | +949.9% | +507.1% |
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