+11,660.7%
ORLY vs AKAM
-2.6%
+11,663.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -7.6% | -8.2% | +0.6% | -6.9% |
| 3M | -5.5% | -17.6% | +12.1% | -3.8% |
| 6M | -9.7% | +2.5% | -12.2% | -11.3% |
| YTD | -6.2% | +22.8% | -29.0% | -10.1% |
| 1Y | -18.6% | +39.6% | -58.2% | -23.2% |
| 3Y | +33.8% | +2.3% | +31.5% | +29.2% |
| 5Y | +116.5% | -4.3% | +120.8% | +109.2% |
| 10Y | +361.0% | +104.1% | +257.0% | +302.9% |
| All | +11,660.7% | -2.6% | +11,663.3% | +7,495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling