+417.3%
IBM vs AKAM
-23.9%
+441.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.2% | -0.5% |
| 7D | -1.5% | -3.3% | +1.7% | -1.2% |
| 30D | +8.4% | -21.7% | +30.1% | +11.6% |
| 3M | +4.2% | -28.8% | +33.0% | +8.3% |
| 6M | +7.9% | -43.3% | +51.3% | +15.1% |
| YTD | -15.2% | -4.1% | -11.1% | -16.7% |
| 1Y | -18.7% | -3.9% | -14.8% | -20.2% |
| 3Y | +79.2% | -24.4% | +103.6% | +79.1% |
| 5Y | +144.7% | -23.8% | +168.5% | +142.6% |
| 10Y | +141.6% | +26.4% | +115.2% | +121.3% |
| All | +417.3% | -23.9% | +441.2% | +239.8% |
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