+189.4%
GE vs AKAM
-4.3%
+193.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -11.6% | -13.9% | +2.4% | -10.0% |
| 3M | +3.0% | -33.8% | +36.8% | +8.2% |
| 6M | -0.5% | +2.2% | -2.7% | -2.5% |
| YTD | +9.7% | +20.6% | -10.9% | +4.7% |
| 1Y | +20.0% | +36.3% | -16.3% | +12.3% |
| 3Y | +275.8% | -0.1% | +276.0% | +262.5% |
| 5Y | +429.1% | -7.5% | +436.6% | +412.9% |
| 10Y | +151.2% | +90.2% | +61.0% | +117.0% |
| All | +189.4% | -4.3% | +193.8% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling