+45.4%
MSFT vs AKAM
-21.6%
+67.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.7% |
| 7D | -6.2% | +0.9% | -7.1% | -6.4% |
| 30D | -3.7% | -14.7% | +11.0% | -2.0% |
| 3M | +3.6% | -25.7% | +29.3% | +6.9% |
| 6M | +26.8% | -43.4% | +70.1% | +34.0% |
| YTD | +8.4% | -0.7% | +9.1% | +4.9% |
| 1Y | +3.3% | -4.3% | +7.6% | +0.5% |
| All | +45.4% | -21.6% | +67.0% | +44.6% |
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