+308.5%
CSCO vs AKAM
+29.8%
+278.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.9% |
| 7D | +1.9% | +2.8% | -0.9% | +1.1% |
| 30D | -15.8% | -6.9% | -9.0% | -14.4% |
| 3M | -15.4% | -31.8% | +16.5% | -7.2% |
| 6M | -5.4% | -47.0% | +41.6% | +9.9% |
| YTD | +26.5% | -2.1% | +28.6% | +19.7% |
| 1Y | +25.9% | -3.7% | +29.6% | +19.7% |
| 3Y | +97.5% | -23.0% | +120.6% | +94.3% |
| 5Y | +93.0% | -23.4% | +116.4% | +86.5% |
| All | +308.5% | +29.8% | +278.6% | +212.6% |
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 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