+21.9%
BABA vs AKAM
-22.7%
+44.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | -13.8% | +2.8% | -16.5% | -14.1% |
| 30D | -15.1% | -6.9% | -8.2% | -14.5% |
| 3M | -22.7% | -31.8% | +9.1% | -18.8% |
| 6M | -34.7% | -47.0% | +12.3% | -29.2% |
| YTD | -35.0% | -2.1% | -32.9% | -36.6% |
| 1Y | -40.4% | -3.7% | -36.7% | -41.7% |
| 3Y | +21.9% | -23.0% | +45.0% | +2.8% |
| All | +21.9% | -22.7% | +44.6% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling