+359.9%
CSCO vs AKAM
+104.5%
+255.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.0% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -10.8% | -8.2% | -2.6% | -9.0% |
| 3M | -9.2% | -17.6% | +8.3% | -5.3% |
| 6M | +39.5% | +2.5% | +37.0% | +34.6% |
| YTD | +41.5% | +22.8% | +18.7% | +27.4% |
| 1Y | +61.0% | +39.6% | +21.4% | +38.3% |
| 3Y | +105.2% | +2.3% | +102.9% | +87.7% |
| 5Y | +113.4% | -4.3% | +117.7% | +96.0% |
| All | +359.9% | +104.5% | +255.3% | +222.8% |
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