+38.8%
TMUS vs AKAM
+1.6%
+37.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +3.1% | -4.5% | +7.6% | +3.3% |
| 3M | +2.4% | -25.6% | +28.0% | +3.7% |
| 6M | -17.1% | +5.7% | -22.8% | -18.6% |
| YTD | -9.1% | +21.0% | -30.1% | -12.0% |
| 1Y | -23.6% | +33.9% | -57.5% | -26.9% |
| 3Y | +38.8% | +0.9% | +38.0% | +27.8% |
| All | +38.8% | +1.6% | +37.3% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling