-2.9%
IBM vs AKAM
+38.7%
-41.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.6% | +1.5% | +2.1% | +3.5% |
| 30D | +3.1% | -13.0% | +16.1% | +3.9% |
| 3M | -10.8% | -19.4% | +8.5% | -9.6% |
| 6M | -0.8% | +0.3% | -1.1% | -0.1% |
| YTD | -16.2% | +22.4% | -38.6% | -16.8% |
| 1Y | -2.9% | +34.8% | -37.7% | -2.2% |
| All | -2.9% | +38.7% | -41.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling