+145.8%
GOOG vs AKAM
+0.9%
+145.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | -2.0% | -13.0% | +11.1% | -0.2% |
| 3M | -5.9% | -19.4% | +13.5% | -3.4% |
| 6M | +8.9% | +0.3% | +8.6% | +6.9% |
| YTD | +7.1% | +22.4% | -15.3% | -0.3% |
| 1Y | +39.7% | +34.8% | +4.8% | +26.7% |
| 3Y | +145.8% | +1.9% | +143.9% | +116.0% |
| All | +145.8% | +0.9% | +145.0% | +116.0% |
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