+667.4%
NFLX vs AKAM
+104.5%
+562.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.8% |
| 7D | -8.1% | +0.6% | -8.6% | -8.2% |
| 30D | +1.6% | -8.2% | +9.8% | +3.5% |
| 3M | -7.3% | -17.6% | +10.3% | -3.6% |
| 6M | -21.6% | +2.5% | -24.1% | -26.1% |
| YTD | -18.9% | +22.8% | -41.7% | -29.5% |
| 1Y | -39.1% | +39.6% | -78.7% | -49.9% |
| 3Y | +71.7% | +2.3% | +69.3% | +51.5% |
| 5Y | +27.0% | -4.3% | +31.2% | +14.0% |
| All | +667.4% | +104.5% | +562.9% | +376.5% |
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