-25.4%
TMUS vs AKAM
+40.7%
-66.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -2.4% |
| 7D | -5.3% | +5.4% | -10.7% | -5.3% |
| 30D | +0.1% | -5.9% | +6.0% | +0.1% |
| 3M | -0.6% | -19.6% | +19.0% | -0.1% |
| 6M | -17.5% | +8.5% | -26.0% | -19.0% |
| YTD | -11.3% | +26.9% | -38.2% | -14.2% |
| 1Y | -25.4% | +41.7% | -67.1% | -30.1% |
| All | -25.4% | +40.7% | -66.1% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling