+315.3%
CSCO vs AKAM
-23.9%
+339.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.6% |
| 7D | -4.7% | -3.3% | -1.4% | -4.0% |
| 30D | -17.1% | -21.7% | +4.6% | -12.2% |
| 3M | -19.6% | -28.8% | +9.2% | -13.3% |
| 6M | +2.4% | -43.3% | +45.7% | +15.9% |
| YTD | +29.8% | -4.1% | +33.8% | +25.3% |
| 1Y | +38.7% | -3.9% | +42.6% | +33.6% |
| 3Y | +101.3% | -24.4% | +125.8% | +100.3% |
| 5Y | +94.8% | -23.8% | +118.6% | +91.0% |
| 10Y | +324.2% | +26.4% | +297.8% | +256.8% |
| All | +315.3% | -23.9% | +339.2% | +95.1% |
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