-28.3%
BABA vs AKAM
-22.7%
-5.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.5% | -0.1% |
| 7D | +11.6% | -10.4% | +22.0% | +13.9% |
| 30D | +2.3% | -20.6% | +22.9% | +7.0% |
| 3M | -13.7% | -29.9% | +16.2% | -7.9% |
| 6M | -21.9% | -31.9% | +10.0% | -16.8% |
| YTD | -24.6% | -4.8% | -19.9% | -28.5% |
| 1Y | -34.1% | +13.8% | -47.9% | -41.5% |
| 3Y | +36.3% | -23.4% | +59.6% | +32.9% |
| All | -28.3% | -22.7% | -5.6% | -32.9% |
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 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