+235.9%
NVDA vs AKAM
-22.7%
+258.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -12.7% | +2.8% | -15.5% | -13.3% |
| 30D | -26.4% | -6.9% | -19.5% | -25.4% |
| 3M | -27.6% | -31.8% | +4.2% | -22.3% |
| 6M | -27.7% | -47.0% | +19.3% | -19.2% |
| YTD | -12.5% | -2.1% | -10.4% | -16.5% |
| 1Y | -12.6% | -3.7% | -9.0% | -16.4% |
| 3Y | +235.9% | -23.0% | +259.0% | +205.0% |
| All | +235.9% | -22.7% | +258.7% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling