+91.4%
ORCL vs AKAM
-7.4%
+98.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +5.3% | -2.1% | +7.4% | +5.9% |
| 30D | +10.0% | -13.9% | +23.9% | +14.7% |
| 3M | -32.6% | -33.8% | +1.2% | -24.5% |
| 6M | +4.9% | +2.2% | +2.8% | +2.1% |
| YTD | -17.8% | +20.6% | -38.3% | -24.4% |
| 1Y | -28.0% | +36.3% | -64.3% | -36.9% |
| 3Y | +36.0% | -0.1% | +36.1% | +27.8% |
| All | +91.4% | -7.4% | +98.8% | +87.3% |
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