+134.7%
GLW vs AKAM
+40.7%
+94.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.5% |
| 7D | +16.9% | +5.4% | +11.5% | +15.5% |
| 30D | +7.0% | -5.9% | +12.8% | +8.4% |
| 3M | -3.0% | -19.6% | +16.7% | +0.9% |
| 6M | +31.0% | +8.5% | +22.5% | +34.3% |
| YTD | +93.4% | +26.9% | +66.5% | +95.9% |
| 1Y | +134.7% | +41.7% | +93.0% | +141.8% |
| All | +134.7% | +40.7% | +94.0% | +141.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling