-40.6%
TOST vs AKAM
-22.7%
-17.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -3.3% |
| 7D | +9.4% | -10.4% | +19.8% | +12.4% |
| 30D | +13.5% | -20.6% | +34.1% | +20.4% |
| 3M | -0.1% | -29.9% | +29.8% | +8.9% |
| 6M | +22.5% | -31.9% | +54.4% | +28.0% |
| YTD | -2.4% | -4.8% | +2.4% | -19.4% |
| 1Y | -4.7% | +13.8% | -18.5% | -30.5% |
| 3Y | +103.2% | -23.4% | +126.6% | +75.9% |
| All | -40.6% | -22.7% | -17.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling