+136.0%
GOOG vs AKAM
-5.1%
+141.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -2.0% | -13.0% | +11.1% | +1.0% |
| 3M | -5.9% | -19.4% | +13.5% | -1.7% |
| 6M | +8.9% | +0.3% | +8.6% | +4.7% |
| YTD | +7.1% | +22.4% | -15.3% | -5.5% |
| 1Y | +39.7% | +34.8% | +4.8% | +18.0% |
| 3Y | +145.8% | +1.9% | +143.9% | +122.2% |
| All | +136.0% | -5.1% | +141.2% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling