+74.4%
TSLA vs AKAM
-22.7%
+97.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +8.9% | +2.8% | +6.2% | +8.1% |
| 30D | +6.3% | -6.9% | +13.2% | +8.1% |
| 3M | +14.8% | -31.8% | +46.6% | +25.3% |
| 6M | -12.4% | -47.0% | +34.6% | +1.0% |
| YTD | -13.2% | -2.1% | -11.1% | -17.8% |
| 1Y | -2.9% | -3.7% | +0.8% | -7.6% |
| 3Y | +74.4% | -23.0% | +97.5% | +43.6% |
| All | +74.4% | -22.7% | +97.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling