+98.3%
CSCO vs AKAM
-23.9%
+122.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.3% |
| 7D | -4.7% | -3.3% | -1.4% | -4.1% |
| 30D | -17.1% | -21.7% | +4.6% | -13.4% |
| 3M | -19.6% | -28.8% | +9.2% | -15.0% |
| 6M | +2.4% | -43.3% | +45.7% | +12.2% |
| YTD | +29.8% | -4.1% | +33.8% | +26.2% |
| 1Y | +38.7% | -3.9% | +42.6% | +34.6% |
| 3Y | +101.3% | -24.4% | +125.8% | +100.8% |
| All | +98.3% | -23.9% | +122.2% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling