+160.3%
EBAY vs AKAM
+0.9%
+159.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +4.2% | +1.5% | +2.7% | +4.0% |
| 30D | +5.6% | -13.0% | +18.7% | +6.9% |
| 3M | -1.4% | -19.4% | +18.0% | +0.4% |
| 6M | +18.2% | +0.3% | +17.9% | +16.2% |
| YTD | +24.8% | +22.4% | +2.4% | +17.8% |
| 1Y | +18.0% | +34.8% | -16.8% | +9.1% |
| 3Y | +160.3% | +1.9% | +158.3% | +122.9% |
| All | +160.3% | +0.9% | +159.4% | +122.9% |
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