+147.8%
GE vs AKAM
+104.5%
+43.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -11.9% | -8.2% | -3.8% | -10.9% |
| 3M | +1.8% | -17.6% | +19.4% | +4.4% |
| 6M | -0.6% | +2.5% | -3.1% | -3.6% |
| YTD | +5.5% | +22.8% | -17.3% | -2.4% |
| 1Y | +15.0% | +39.6% | -24.6% | +3.0% |
| 3Y | +269.5% | +2.3% | +267.2% | +245.5% |
| 5Y | +422.4% | -4.3% | +426.7% | +388.6% |
| All | +147.8% | +104.5% | +43.3% | +100.9% |
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 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