+751.0%
TGT vs AKAM
+0.7%
+750.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -3.8% |
| 7D | -3.6% | +5.4% | -9.0% | -4.2% |
| 30D | +4.4% | -5.9% | +10.3% | +5.0% |
| 3M | +25.4% | -19.6% | +45.0% | +28.1% |
| 6M | +33.4% | +8.5% | +24.9% | +30.0% |
| YTD | +65.6% | +26.9% | +38.6% | +57.7% |
| 1Y | +80.3% | +41.7% | +38.6% | +69.1% |
| 3Y | +42.1% | +5.8% | +36.3% | +36.9% |
| 5Y | -25.0% | -2.3% | -22.7% | -27.3% |
| 10Y | +208.2% | +111.0% | +97.3% | +170.4% |
| All | +751.0% | +0.7% | +750.3% | +413.4% |
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