+99.2%
WMT vs AKAM
+1.2%
+98.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | -2.5% | +0.6% | -3.1% | -2.5% |
| 30D | -6.4% | -8.2% | +1.8% | -5.8% |
| 3M | -12.1% | -17.6% | +5.5% | -10.9% |
| 6M | -15.0% | +2.5% | -17.5% | -16.8% |
| YTD | -4.5% | +22.8% | -27.3% | -9.0% |
| 1Y | +6.2% | +39.6% | -33.4% | -0.8% |
| All | +99.2% | +1.2% | +98.0% | +81.6% |
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 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