+140.5%
LLY vs AKAM
-22.7%
+163.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.2% |
| 7D | +6.6% | +2.8% | +3.8% | +6.4% |
| 30D | +19.4% | -6.9% | +26.3% | +19.8% |
| 3M | +19.6% | -31.8% | +51.4% | +22.1% |
| 6M | +42.6% | -47.0% | +89.6% | +48.7% |
| YTD | +35.0% | -2.1% | +37.1% | +29.1% |
| 1Y | +42.0% | -3.7% | +45.7% | +36.1% |
| 3Y | +140.5% | -23.0% | +163.5% | +119.6% |
| All | +140.5% | -22.7% | +163.2% | +119.6% |
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