+3,125.8%
TSLA vs AKAM
+29.8%
+3,096.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | +8.9% | +2.8% | +6.2% | +7.7% |
| 30D | +6.3% | -6.9% | +13.2% | +8.8% |
| 3M | +14.8% | -31.8% | +46.6% | +30.4% |
| 6M | -12.4% | -47.0% | +34.6% | +8.0% |
| YTD | -13.2% | -2.1% | -11.1% | -19.8% |
| 1Y | -2.9% | -3.7% | +0.8% | -9.8% |
| 3Y | +74.4% | -23.0% | +97.5% | +70.5% |
| 5Y | +13.3% | -23.4% | +36.7% | +9.8% |
| All | +3,125.8% | +29.8% | +3,096.0% | +2,505.5% |
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