+22,131.9%
TSLA vs AKAM
+140.3%
+21,991.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.5% |
| 7D | +1.5% | -2.1% | +3.6% | +2.3% |
| 30D | +10.1% | -13.9% | +24.1% | +15.3% |
| 3M | -15.4% | -33.8% | +18.4% | -3.8% |
| 6M | -12.8% | +2.2% | -15.0% | -16.7% |
| YTD | -21.3% | +20.6% | -41.9% | -30.2% |
| 1Y | +4.6% | +36.3% | -31.7% | -12.1% |
| 3Y | +44.5% | -0.1% | +44.6% | +32.3% |
| 5Y | +44.8% | -7.5% | +52.3% | +35.6% |
| 10Y | +2,585.4% | +90.2% | +2,495.2% | +1,861.3% |
| All | +22,131.9% | +140.3% | +21,991.6% | +13,244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling