+101.1%
GOOGL vs AKAM
-21.8%
+123.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | +3.9% | +2.8% | +1.1% | +3.2% |
| 30D | -14.9% | -6.9% | -8.0% | -14.0% |
| 3M | -14.6% | -31.8% | +17.3% | -8.0% |
| 6M | -26.4% | -47.0% | +20.6% | -16.4% |
| YTD | -5.3% | -2.1% | -3.2% | -13.0% |
| 1Y | +6.5% | -3.7% | +10.1% | -1.7% |
| 3Y | +126.0% | -23.0% | +149.1% | +120.4% |
| All | +101.1% | -21.8% | +123.0% | +86.4% |
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