+28.2%
BABA vs AKAM
+63.4%
-35.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -4.8% | -2.1% | -2.7% | -4.2% |
| 30D | -11.9% | -13.9% | +2.0% | -8.8% |
| 3M | -9.3% | -33.8% | +24.5% | +0.5% |
| 6M | -14.2% | +2.2% | -16.4% | -17.4% |
| YTD | -22.0% | +20.6% | -42.6% | -29.4% |
| 1Y | -12.7% | +36.3% | -49.0% | -24.4% |
| 3Y | +26.7% | -0.1% | +26.8% | +16.7% |
| 5Y | -29.3% | -7.5% | -21.8% | -34.2% |
| 10Y | +21.2% | +90.2% | -68.9% | -11.7% |
| All | +28.2% | +63.4% | -35.3% | -6.6% |
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