+34.4%
TSLA vs AKAM
+4.6%
+29.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.3% |
| 7D | +3.0% | +5.4% | -2.4% | +1.7% |
| 30D | +11.2% | -5.9% | +17.0% | +12.7% |
| 3M | -7.3% | -19.6% | +12.4% | -2.6% |
| 6M | -7.7% | +8.5% | -16.2% | -12.0% |
| YTD | -18.2% | +26.9% | -45.1% | -27.4% |
| 1Y | +6.0% | +41.7% | -35.7% | -10.4% |
| All | +34.4% | +4.6% | +29.8% | +3.7% |
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