-45.7%
TOST vs AKAM
-1.7%
-44.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -3.4% | -2.1% | -1.3% | -2.8% |
| 30D | -2.4% | -13.9% | +11.5% | +1.7% |
| 3M | +34.6% | -33.8% | +68.4% | +52.2% |
| 6M | +15.2% | +2.2% | +13.0% | +1.9% |
| YTD | -4.4% | +20.6% | -25.0% | -25.2% |
| 1Y | -17.4% | +36.3% | -53.7% | -40.8% |
| 3Y | +54.5% | -0.1% | +54.6% | +22.8% |
| All | -45.7% | -1.7% | -44.0% | -51.9% |
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