+444.8%
NVDA vs AKAM
-21.8%
+466.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -12.7% | +2.8% | -15.5% | -13.6% |
| 30D | -26.4% | -6.9% | -19.5% | -24.8% |
| 3M | -27.6% | -31.8% | +4.2% | -18.6% |
| 6M | -27.7% | -47.0% | +19.3% | -12.3% |
| YTD | -12.5% | -2.1% | -10.4% | -21.2% |
| 1Y | -12.6% | -3.7% | -9.0% | -21.0% |
| 3Y | +235.9% | -23.0% | +259.0% | +225.1% |
| All | +444.8% | -21.8% | +466.6% | +421.9% |
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