+108.5%
CSCO vs AKAM
+1.6%
+107.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -10.1% | -4.5% | -5.6% | -9.6% |
| 3M | -11.7% | -25.6% | +13.8% | -8.3% |
| 6M | +40.1% | +5.7% | +34.4% | +37.8% |
| YTD | +43.8% | +21.0% | +22.7% | +37.1% |
| 1Y | +66.6% | +33.9% | +32.7% | +55.2% |
| 3Y | +108.5% | +0.9% | +107.6% | +88.4% |
| All | +108.5% | +1.6% | +107.0% | +88.4% |
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