+262.7%
GE vs AKAM
+4.6%
+258.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.7% | -3.3% |
| 7D | -1.2% | +5.4% | -6.6% | -1.8% |
| 30D | -11.3% | -5.9% | -5.4% | -10.8% |
| 3M | -1.4% | -19.6% | +18.2% | +0.6% |
| 6M | +1.2% | +8.5% | -7.3% | -1.5% |
| YTD | +5.9% | +26.9% | -21.0% | -1.0% |
| 1Y | +18.4% | +41.7% | -23.3% | +7.7% |
| All | +262.7% | +4.6% | +258.1% | +207.8% |
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