+251.6%
ORCL vs AKAM
+23.5%
+228.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.5% | +4.3% |
| 7D | +0.5% | -7.4% | +7.9% | +2.9% |
| 30D | -15.3% | -24.9% | +9.6% | -7.2% |
| 3M | -18.2% | -27.4% | +9.1% | -9.7% |
| 6M | -38.4% | -45.6% | +7.2% | -26.1% |
| YTD | -37.7% | -8.0% | -29.7% | -38.3% |
| 1Y | -49.3% | -4.1% | -45.1% | -50.6% |
| 3Y | +10.6% | -26.9% | +37.5% | +13.7% |
| 5Y | +35.5% | -26.6% | +62.1% | +37.0% |
| 10Y | +251.6% | +20.7% | +230.9% | +194.8% |
| All | +251.6% | +23.5% | +228.0% | +194.8% |
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