+1,678.7%
MSFT vs AKAM
-4.3%
+1,683.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | +2.7% | -13.9% | +16.6% | +5.2% |
| 3M | +17.0% | -33.8% | +50.8% | +25.0% |
| 6M | +23.8% | +2.2% | +21.6% | +20.7% |
| YTD | +4.0% | +20.6% | -16.6% | -2.1% |
| 1Y | -0.8% | +36.3% | -37.1% | -9.0% |
| 3Y | +55.6% | -0.1% | +55.7% | +48.4% |
| 5Y | +72.9% | -7.5% | +80.4% | +66.8% |
| 10Y | +875.8% | +90.2% | +785.6% | +725.2% |
| All | +1,678.7% | -4.3% | +1,683.1% | +1,002.1% |
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 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