+3,046.9%
NEE vs AKAM
-4.0%
+3,050.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | -0.2% | -4.5% | +4.2% | 0.0% |
| 3M | +0.5% | -25.6% | +26.1% | +1.8% |
| 6M | -6.5% | +5.7% | -12.3% | -7.3% |
| YTD | +6.7% | +21.0% | -14.3% | +4.9% |
| 1Y | +23.6% | +33.9% | -10.3% | +20.9% |
| 3Y | +37.1% | +0.9% | +36.2% | +35.2% |
| 5Y | +10.9% | -6.9% | +17.8% | +9.5% |
| 10Y | +245.4% | +97.4% | +148.0% | +228.9% |
| All | +3,046.9% | -4.0% | +3,050.9% | +2,630.1% |
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