+422.8%
IBM vs AKAM
-22.4%
+445.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +1.6% | +2.8% | -1.2% | +1.2% |
| 30D | +9.2% | -6.9% | +16.1% | +10.0% |
| 3M | +4.9% | -31.8% | +36.8% | +9.7% |
| 6M | +16.8% | -47.0% | +63.8% | +25.6% |
| YTD | -14.3% | -2.1% | -12.2% | -16.0% |
| 1Y | -16.7% | -3.7% | -13.0% | -18.3% |
| 3Y | +82.2% | -23.0% | +105.3% | +81.7% |
| 5Y | +149.9% | -23.4% | +173.4% | +147.6% |
| 10Y | +142.6% | +30.5% | +112.1% | +121.3% |
| All | +422.8% | -22.4% | +445.2% | +242.5% |
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