+15.5%
TSLA vs AKAM
-21.8%
+37.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | +8.9% | +2.8% | +6.2% | +7.8% |
| 30D | +6.3% | -6.9% | +13.2% | +8.7% |
| 3M | +14.8% | -31.8% | +46.6% | +29.9% |
| 6M | -12.4% | -47.0% | +34.6% | +7.5% |
| YTD | -13.2% | -2.1% | -11.1% | -21.2% |
| 1Y | -2.9% | -3.7% | +0.8% | -11.3% |
| 3Y | +74.4% | -23.0% | +97.5% | +68.4% |
| All | +15.5% | -21.8% | +37.4% | +9.7% |
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 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