-44.4%
TOST vs AKAM
-25.0%
-19.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.2% |
| 7D | +4.0% | -7.4% | +11.4% | +6.0% |
| 30D | +11.1% | -24.9% | +36.0% | +19.8% |
| 3M | +0.8% | -27.4% | +28.2% | +8.7% |
| 6M | +38.8% | -45.6% | +84.4% | +62.0% |
| YTD | -2.1% | -8.0% | +5.9% | -18.3% |
| 1Y | -6.0% | -4.1% | -1.9% | -23.8% |
| 3Y | +149.8% | -26.9% | +176.7% | +122.4% |
| 5Y | -42.8% | -26.6% | -16.2% | -47.3% |
| All | -44.4% | -25.0% | -19.4% | -47.5% |
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