+394.9%
TTWO vs AKAM
+103.9%
+291.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | -11.3% | -13.0% | +1.7% | -8.6% |
| 3M | +1.6% | -19.4% | +21.0% | +5.8% |
| 6M | +2.1% | +0.3% | +1.8% | -2.7% |
| YTD | -15.8% | +22.4% | -38.2% | -25.6% |
| 1Y | -12.6% | +34.8% | -47.4% | -25.8% |
| 3Y | +48.2% | +1.9% | +46.3% | +33.0% |
| 5Y | +40.0% | -4.6% | +44.6% | +26.5% |
| All | +394.9% | +103.9% | +291.0% | +247.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling