-48.5%
TE vs AKAM
-5.8%
-42.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.5% | -5.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -16.3% | -8.2% | -8.1% | -12.8% |
| 3M | -40.8% | -17.6% | -23.2% | -35.1% |
| 6M | -42.6% | +2.5% | -45.1% | -45.5% |
| YTD | -31.4% | +22.8% | -54.2% | -43.7% |
| 1Y | +144.9% | +39.6% | +105.3% | +82.0% |
| 3Y | -26.0% | +2.3% | -28.4% | -34.0% |
| 5Y | -48.5% | -4.3% | -44.2% | -51.1% |
| All | -48.5% | -5.8% | -42.6% | -51.1% |
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