+72.3%
MSFT vs AKAM
-2.4%
+74.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.3% | -1.5% |
| 7D | -1.0% | +5.4% | -6.4% | -2.2% |
| 30D | -2.7% | -5.9% | +3.2% | -1.6% |
| 3M | +22.1% | -19.6% | +41.7% | +27.0% |
| 6M | +20.6% | +8.5% | +12.1% | +13.9% |
| YTD | +2.3% | +26.9% | -24.6% | -8.9% |
| 1Y | -0.5% | +41.7% | -42.2% | -15.1% |
| 3Y | +50.5% | +5.8% | +44.7% | +36.1% |
| 5Y | +72.3% | -2.3% | +74.7% | +64.5% |
| All | +72.3% | -2.4% | +74.8% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling