+51.2%
MSFT vs AKAM
+1.6%
+49.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -1.0% | -4.5% | +3.4% | -0.6% |
| 3M | +20.2% | -25.6% | +45.8% | +23.8% |
| 6M | +21.3% | +5.7% | +15.5% | +18.1% |
| YTD | +2.8% | +21.0% | -18.3% | -2.8% |
| 1Y | 0.0% | +33.9% | -33.9% | -7.4% |
| 3Y | +51.2% | +0.9% | +50.3% | +39.1% |
| All | +51.2% | +1.6% | +49.7% | +39.1% |
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