+266.1%
GE vs AKAM
-22.7%
+288.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +2.7% | +2.8% | -0.1% | +2.4% |
| 30D | +8.1% | -6.9% | +15.0% | +8.6% |
| 3M | -7.9% | -31.8% | +24.0% | -4.9% |
| 6M | +12.9% | -47.0% | +59.9% | +19.3% |
| YTD | +8.2% | -2.1% | +10.3% | +3.6% |
| 1Y | +9.7% | -3.7% | +13.4% | +5.3% |
| 3Y | +266.1% | -23.0% | +289.2% | +236.8% |
| All | +266.1% | -22.7% | +288.8% | +236.8% |
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