+9.0%
MSFT vs AKAM
+16.2%
-7.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.7% |
| 7D | +4.7% | -12.4% | +17.1% | +5.8% |
| 30D | +5.8% | -20.4% | +26.3% | +7.6% |
| 3M | +13.0% | -30.3% | +43.3% | +15.6% |
| 6M | +34.9% | -18.8% | +53.7% | +36.7% |
| YTD | +15.7% | -1.5% | +17.2% | +15.3% |
| 1Y | +9.0% | +19.4% | -10.4% | +7.9% |
| All | +9.0% | +16.2% | -7.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling