+103.2%
TOST vs AKAM
-23.4%
+126.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.8% |
| 7D | +9.4% | -10.4% | +19.8% | +10.2% |
| 30D | +13.5% | -20.6% | +34.1% | +15.1% |
| 3M | -0.1% | -29.9% | +29.8% | +2.0% |
| 6M | +22.5% | -31.9% | +54.4% | +24.3% |
| YTD | -2.4% | -4.8% | +2.4% | -10.6% |
| 1Y | -4.7% | +13.8% | -18.5% | -17.4% |
| 3Y | +103.2% | -23.4% | +126.6% | +66.4% |
| All | +103.2% | -23.4% | +126.6% | +66.4% |
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