-48.5%
TE vs AKAM
+12.8%
-61.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.8% |
| 7D | +18.2% | -0.8% | +19.0% | +18.7% |
| 30D | -13.5% | -4.5% | -9.0% | -12.4% |
| 3M | -44.6% | -25.6% | -19.0% | -37.6% |
| 6M | -24.7% | +5.7% | -30.4% | -27.8% |
| YTD | -24.3% | +21.0% | -45.3% | -33.1% |
| 1Y | +155.6% | +33.9% | +121.7% | +113.5% |
| 3Y | -18.3% | +0.9% | -19.1% | -23.7% |
| 5Y | -41.3% | -6.9% | -34.4% | -45.9% |
| All | -48.5% | +12.8% | -61.3% | -52.0% |
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