+15.8%
BABA vs AKAM
+23.5%
-7.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.9% |
| 7D | +3.8% | -7.4% | +11.2% | +5.6% |
| 30D | -5.4% | -24.9% | +19.5% | +1.2% |
| 3M | -17.9% | -27.4% | +9.4% | -12.3% |
| 6M | -24.1% | -45.6% | +21.6% | -12.6% |
| YTD | -27.4% | -8.0% | -19.5% | -30.6% |
| 1Y | -36.1% | -4.1% | -31.9% | -39.9% |
| 3Y | +35.4% | -26.9% | +62.2% | +33.8% |
| 5Y | -30.1% | -26.6% | -3.5% | -32.1% |
| 10Y | +15.8% | +20.7% | -4.8% | -9.9% |
| All | +15.8% | +23.5% | -7.7% | -9.9% |
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