+1,755.0%
MSFT vs AKAM
-21.2%
+1,776.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.9% |
| 7D | -6.2% | +0.9% | -7.1% | -6.5% |
| 30D | -3.7% | -14.7% | +11.0% | -1.3% |
| 3M | +3.6% | -25.7% | +29.3% | +8.3% |
| 6M | +26.8% | -43.4% | +70.1% | +38.1% |
| YTD | +8.4% | -0.7% | +9.1% | +5.0% |
| 1Y | +3.3% | -4.3% | +7.6% | +0.6% |
| 3Y | +44.3% | -21.7% | +66.0% | +42.7% |
| 5Y | +63.3% | -20.7% | +84.1% | +61.0% |
| 10Y | +894.4% | +32.4% | +861.9% | +789.5% |
| All | +1,755.0% | -21.2% | +1,776.2% | +1,081.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling