+119.2%
ORLY vs AKAM
-5.1%
+124.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | +1.5% | -3.8% | -2.5% |
| 30D | -6.8% | -13.0% | +6.3% | -5.7% |
| 3M | -4.8% | -19.4% | +14.6% | -3.1% |
| 6M | -9.1% | +0.3% | -9.4% | -11.0% |
| YTD | -5.9% | +22.4% | -28.3% | -10.7% |
| 1Y | -20.4% | +34.8% | -55.2% | -25.6% |
| 3Y | +36.6% | +1.9% | +34.6% | +30.4% |
| All | +119.2% | -5.1% | +124.3% | +110.5% |
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