+102.7%
CSCO vs AKAM
-24.3%
+127.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.2% |
| 7D | -4.7% | -3.3% | -1.4% | -4.2% |
| 30D | -17.1% | -21.7% | +4.6% | -14.0% |
| 3M | -19.6% | -28.8% | +9.2% | -15.8% |
| 6M | +2.4% | -43.3% | +45.7% | +10.3% |
| YTD | +29.8% | -4.1% | +33.8% | +28.0% |
| 1Y | +38.7% | -3.9% | +42.6% | +36.6% |
| All | +102.7% | -24.3% | +127.0% | +76.4% |
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