+393.5%
IBM vs AKAM
-4.3%
+397.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | +0.3% | -13.9% | +14.2% | +2.1% |
| 3M | -21.6% | -33.8% | +12.2% | -17.7% |
| 6M | -4.7% | +2.2% | -6.9% | -6.3% |
| YTD | -19.1% | +20.6% | -39.7% | -22.5% |
| 1Y | -2.5% | +36.3% | -38.8% | -8.4% |
| 3Y | +74.2% | -0.1% | +74.3% | +68.6% |
| 5Y | +113.1% | -7.5% | +120.7% | +106.8% |
| 10Y | +133.5% | +90.2% | +43.4% | +103.8% |
| All | +393.5% | -4.3% | +397.9% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling