+112.0%
IBM vs AKAM
-6.8%
+118.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -1.5% | -4.5% | +3.0% | -1.0% |
| 3M | -16.8% | -25.6% | +8.8% | -13.4% |
| 6M | -9.0% | +5.7% | -14.8% | -11.3% |
| YTD | -20.1% | +21.0% | -41.1% | -24.7% |
| 1Y | -7.0% | +33.9% | -40.9% | -14.5% |
| 3Y | +72.4% | +0.9% | +71.5% | +63.4% |
| 5Y | +112.0% | -6.9% | +118.8% | +100.1% |
| All | +112.0% | -6.8% | +118.8% | +100.1% |
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