+46.2%
TSLA vs AKAM
-2.4%
+48.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.8% |
| 7D | +3.0% | +5.4% | -2.4% | +1.2% |
| 30D | +11.2% | -5.9% | +17.0% | +13.3% |
| 3M | -7.3% | -19.6% | +12.4% | -0.6% |
| 6M | -7.7% | +8.5% | -16.2% | -14.7% |
| YTD | -18.2% | +26.9% | -45.1% | -31.4% |
| 1Y | +6.0% | +41.7% | -35.7% | -17.0% |
| 3Y | +48.0% | +5.8% | +42.2% | +26.5% |
| 5Y | +46.2% | -2.3% | +48.5% | +30.6% |
| All | +46.2% | -2.4% | +48.6% | +30.6% |
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 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