+336.5%
ORCL vs AKAM
+104.5%
+232.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.4% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +5.1% | -8.2% | +13.3% | +7.9% |
| 3M | -23.7% | -17.6% | -6.2% | -19.6% |
| 6M | +3.1% | +2.5% | +0.6% | -0.2% |
| YTD | -20.8% | +22.8% | -43.6% | -28.1% |
| 1Y | -52.9% | +39.6% | -92.5% | -59.3% |
| 3Y | +25.4% | +2.3% | +23.1% | +16.3% |
| 5Y | +82.4% | -4.3% | +86.7% | +70.2% |
| All | +336.5% | +104.5% | +232.0% | +224.7% |
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 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