+134.5%
IBM vs AKAM
+104.5%
+30.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.8% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -1.8% | -8.2% | +6.3% | -0.4% |
| 3M | -13.5% | -17.6% | +4.1% | -10.7% |
| 6M | -5.1% | +2.5% | -7.6% | -7.8% |
| YTD | -19.4% | +22.8% | -42.2% | -25.6% |
| 1Y | -6.5% | +39.6% | -46.1% | -16.7% |
| 3Y | +73.8% | +2.3% | +71.5% | +62.7% |
| 5Y | +116.3% | -4.3% | +120.6% | +102.5% |
| All | +134.5% | +104.5% | +30.0% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling