+152.0%
GE vs AKAM
+29.8%
+122.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.7% | +2.8% | -0.1% | +2.2% |
| 30D | +8.1% | -6.9% | +15.0% | +9.0% |
| 3M | -7.9% | -31.8% | +24.0% | -2.6% |
| 6M | +12.9% | -47.0% | +59.9% | +23.8% |
| YTD | +8.2% | -2.1% | +10.3% | +3.1% |
| 1Y | +9.7% | -3.7% | +13.4% | +4.8% |
| 3Y | +266.1% | -23.0% | +289.2% | +257.3% |
| 5Y | +407.4% | -23.4% | +430.8% | +388.8% |
| All | +152.0% | +29.8% | +122.1% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling