+155.1%
NEM vs AKAM
-5.1%
+160.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.1% |
| 3M | +30.2% | -19.4% | +49.6% | +34.1% |
| 6M | +9.6% | +0.3% | +9.3% | +8.6% |
| YTD | +27.8% | +22.4% | +5.4% | +21.4% |
| 1Y | +60.7% | +34.8% | +25.9% | +49.3% |
| 3Y | +245.3% | +1.9% | +243.3% | +232.8% |
| All | +155.1% | -5.1% | +160.2% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling