-10.4%
TSCO vs AKAM
-5.1%
-5.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.7% | +1.5% | -7.2% | -5.9% |
| 30D | -8.8% | -13.0% | +4.3% | -7.2% |
| 3M | +6.3% | -19.4% | +25.7% | +9.0% |
| 6M | -32.3% | +0.3% | -32.6% | -34.9% |
| YTD | -32.7% | +22.4% | -55.1% | -39.1% |
| 1Y | -43.7% | +34.8% | -78.5% | -50.6% |
| 3Y | -19.7% | +1.9% | -21.6% | -26.6% |
| All | -10.4% | -5.1% | -5.3% | -14.8% |
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