-16.1%
TMUS vs AKAM
-0.1%
-16.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | +0.5% |
| 7D | +9.5% | -3.3% | +12.8% | +9.3% |
| 30D | +13.8% | -21.7% | +35.5% | +12.2% |
| 3M | -4.6% | -28.8% | +24.3% | -5.7% |
| 6M | -11.7% | -43.3% | +31.6% | -12.4% |
| YTD | -15.4% | -4.1% | -11.3% | -18.3% |
| 1Y | -16.1% | -3.9% | -12.2% | -19.1% |
| All | -16.1% | -0.1% | -16.0% | -19.1% |
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