+360.3%
CSCO vs AKAM
-4.3%
+364.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.2% |
| 30D | -10.1% | -13.9% | +3.8% | -7.0% |
| 3M | -15.7% | -33.8% | +18.1% | -7.3% |
| 6M | +36.3% | +2.2% | +34.1% | +32.2% |
| YTD | +43.8% | +20.6% | +23.2% | +32.1% |
| 1Y | +63.9% | +36.3% | +27.6% | +45.2% |
| 3Y | +104.4% | -0.1% | +104.5% | +90.9% |
| 5Y | +111.4% | -7.5% | +118.9% | +98.8% |
| 10Y | +361.7% | +90.2% | +271.5% | +252.5% |
| All | +360.3% | -4.3% | +364.7% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling