-25.1%
TGT vs AKAM
-5.1%
-20.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.2% | +1.5% | -6.7% | -5.6% |
| 30D | +1.2% | -13.0% | +14.2% | +3.7% |
| 3M | +18.4% | -19.4% | +37.8% | +22.6% |
| 6M | +33.4% | +0.3% | +33.1% | +27.8% |
| YTD | +63.8% | +22.4% | +41.4% | +45.6% |
| 1Y | +77.2% | +34.8% | +42.3% | +51.7% |
| 3Y | +41.8% | +1.9% | +39.8% | +27.5% |
| All | -25.1% | -5.1% | -20.0% | -31.7% |
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