+302.3%
NEM vs AKAM
+103.9%
+198.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | +7.8% | -13.0% | +20.9% | +9.9% |
| 3M | +30.2% | -19.4% | +49.6% | +33.6% |
| 6M | +9.6% | +0.3% | +9.3% | +8.5% |
| YTD | +27.8% | +22.4% | +5.4% | +22.4% |
| 1Y | +60.7% | +34.8% | +25.9% | +51.2% |
| 3Y | +245.3% | +1.9% | +243.3% | +233.8% |
| 5Y | +155.3% | -4.6% | +159.9% | +146.0% |
| All | +302.3% | +103.9% | +198.4% | +260.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling