+16.7%
BABA vs AKAM
+95.9%
-79.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -12.3% | -4.5% | -7.8% | -11.6% |
| 3M | -5.3% | -25.6% | +20.2% | +1.6% |
| 6M | -13.1% | +5.7% | -18.8% | -17.0% |
| YTD | -22.4% | +21.0% | -43.5% | -29.9% |
| 1Y | -19.5% | +33.9% | -53.4% | -30.0% |
| 3Y | +32.9% | +0.9% | +32.1% | +22.0% |
| 5Y | -29.9% | -6.9% | -23.0% | -35.0% |
| 10Y | +16.7% | +97.4% | -80.7% | -16.8% |
| All | +16.7% | +95.9% | -79.2% | -16.8% |
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