+144.8%
IBM vs AKAM
+31.6%
+113.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.3% | +11.2% | -11.5% | -2.4% |
| 30D | +6.8% | -13.4% | +20.1% | +9.4% |
| 3M | +4.4% | -29.5% | +33.9% | +10.9% |
| 6M | +13.2% | -42.1% | +55.3% | +24.4% |
| YTD | -15.1% | -0.8% | -14.3% | -19.0% |
| 1Y | -20.2% | -3.9% | -16.3% | -23.3% |
| 3Y | +79.3% | -21.9% | +101.2% | +76.1% |
| 5Y | +147.5% | -22.4% | +169.8% | +139.6% |
| All | +144.8% | +31.6% | +113.2% | +105.6% |
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