+304.7%
CSCO vs AKAM
-22.4%
+327.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.9% |
| 7D | +1.9% | +2.8% | -0.9% | +1.2% |
| 30D | -15.8% | -6.9% | -9.0% | -14.5% |
| 3M | -15.4% | -31.8% | +16.5% | -7.7% |
| 6M | -5.4% | -47.0% | +41.6% | +8.9% |
| YTD | +26.5% | -2.1% | +28.6% | +21.5% |
| 1Y | +25.9% | -3.7% | +29.6% | +21.4% |
| 3Y | +97.5% | -23.0% | +120.6% | +95.7% |
| 5Y | +93.0% | -23.4% | +116.4% | +89.1% |
| 10Y | +308.6% | +30.5% | +278.1% | +241.1% |
| All | +304.7% | -22.4% | +327.1% | +89.2% |
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 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