+33.2%
NEE vs AKAM
+0.9%
+32.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.4% |
| 30D | -3.3% | -13.0% | +9.7% | -2.8% |
| 3M | -2.3% | -19.4% | +17.1% | -1.4% |
| 6M | -8.9% | +0.3% | -9.2% | -9.6% |
| YTD | +4.8% | +22.4% | -17.6% | +2.1% |
| 1Y | +18.7% | +34.8% | -16.1% | +14.7% |
| 3Y | +33.2% | +1.9% | +31.3% | +23.1% |
| All | +33.2% | +0.9% | +32.4% | +23.1% |
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