+246.0%
ORCL vs AKAM
+25.2%
+220.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.9% |
| 7D | -6.5% | -3.3% | -3.2% | -5.6% |
| 30D | -16.6% | -21.7% | +5.2% | -9.9% |
| 3M | -21.6% | -28.8% | +7.2% | -13.0% |
| 6M | -39.4% | -43.3% | +4.0% | -28.2% |
| YTD | -38.7% | -4.1% | -34.6% | -40.1% |
| 1Y | -50.4% | -3.9% | -46.4% | -51.7% |
| 3Y | +8.1% | -24.4% | +32.5% | +9.9% |
| 5Y | +34.5% | -23.8% | +58.3% | +34.4% |
| 10Y | +246.0% | +26.4% | +219.6% | +185.1% |
| All | +246.0% | +25.2% | +220.8% | +185.1% |
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