+2,664.3%
TSLA vs AKAM
+103.9%
+2,560.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.2% | +1.5% | +1.7% | +2.6% |
| 30D | +11.6% | -13.0% | +24.6% | +17.0% |
| 3M | -8.4% | -19.4% | +10.9% | -2.0% |
| 6M | -10.4% | +0.3% | -10.7% | -14.3% |
| YTD | -18.7% | +22.4% | -41.1% | -29.8% |
| 1Y | -0.9% | +34.8% | -35.7% | -18.7% |
| 3Y | +33.6% | +1.9% | +31.6% | +18.9% |
| 5Y | +48.9% | -4.6% | +53.5% | +34.6% |
| All | +2,664.3% | +103.9% | +2,560.4% | +1,971.2% |
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