+317.8%
TMUS vs AKAM
+108.8%
+209.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -3.2% |
| 7D | -5.3% | +5.4% | -10.7% | -6.2% |
| 30D | +0.1% | -5.9% | +6.0% | +0.9% |
| 3M | -0.6% | -19.6% | +19.0% | +2.5% |
| 6M | -17.5% | +8.5% | -26.0% | -21.3% |
| YTD | -11.3% | +26.9% | -38.2% | -18.8% |
| 1Y | -25.4% | +41.7% | -67.1% | -33.7% |
| 3Y | +35.5% | +5.8% | +29.7% | +25.1% |
| 5Y | +41.9% | -2.3% | +44.2% | +31.8% |
| 10Y | +317.8% | +111.0% | +206.9% | +211.6% |
| All | +317.8% | +108.8% | +209.0% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling