+789.3%
NEM vs AKAM
-4.0%
+793.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +12.7% | -4.5% | +17.2% | +12.9% |
| 3M | +28.7% | -25.6% | +54.2% | +29.9% |
| 6M | +9.8% | +5.7% | +4.0% | +9.3% |
| YTD | +28.1% | +21.0% | +7.1% | +26.8% |
| 1Y | +69.3% | +33.9% | +35.5% | +66.9% |
| 3Y | +247.7% | +0.9% | +246.8% | +245.0% |
| 5Y | +153.4% | -6.9% | +160.2% | +151.6% |
| 10Y | +291.3% | +97.4% | +193.9% | +279.6% |
| All | +789.3% | -4.0% | +793.3% | +823.7% |
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