+77.4%
IBM vs AKAM
+4.6%
+72.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.7% |
| 7D | +3.6% | +5.4% | -1.8% | +2.8% |
| 30D | +1.5% | -5.9% | +7.4% | +2.2% |
| 3M | -12.9% | -19.6% | +6.7% | -10.6% |
| 6M | -3.9% | +8.5% | -12.4% | -6.3% |
| YTD | -17.3% | +26.9% | -44.3% | -22.5% |
| 1Y | -5.0% | +41.7% | -46.7% | -13.2% |
| All | +77.4% | +4.6% | +72.8% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling