+320.5%
TMUS vs AKAM
+97.9%
+222.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +5.3% | -13.9% | +19.2% | +9.4% |
| 3M | +3.1% | -33.8% | +36.9% | +14.8% |
| 6M | -16.5% | +2.2% | -18.6% | -21.1% |
| YTD | -9.2% | +20.6% | -29.8% | -19.6% |
| 1Y | -26.5% | +36.3% | -62.8% | -37.9% |
| 3Y | +39.0% | -0.1% | +39.1% | +24.4% |
| 5Y | +40.4% | -7.5% | +47.9% | +26.4% |
| 10Y | +303.7% | +90.2% | +213.5% | +163.8% |
| All | +320.5% | +97.9% | +222.6% | +71.3% |
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