+915.1%
MSFT vs AKAM
+29.8%
+885.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.3% | +2.8% | -4.0% | -2.2% |
| 30D | -1.8% | -6.9% | +5.0% | -0.3% |
| 3M | +5.6% | -31.8% | +37.5% | +16.5% |
| 6M | +29.8% | -47.0% | +76.8% | +52.7% |
| YTD | +9.0% | -2.1% | +11.1% | +0.5% |
| 1Y | +4.9% | -3.7% | +8.6% | -2.8% |
| 3Y | +46.2% | -23.0% | +69.3% | +40.8% |
| 5Y | +62.1% | -23.4% | +85.5% | +53.9% |
| All | +915.1% | +29.8% | +885.3% | +674.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling